V-Lab: T Rowe Price Group Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

T Rowe Price Group Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.86% (-1.45%)

Analysis last updated: Monday, May 6, 2024 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.6013	4.95
$α$	0.0709	47.21
$β$	0.9938	833.75
$ν$	5	13.17

Estimation Period:
Jan 2, 1990 to May 3, 2024