T Rowe Price Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
21.32%
increased by 0.60%
1 Week
21.67%
increased by 0.95%
1 Month
22.96%
increased by 2.24%
Analysis last updated: Friday, June 12, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 6.1579 | 4.88 | |
| 0.0708 | 44.36 | |
| 0.9931 | 726.49 | |
| 5.4032 | 12.57 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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