T Rowe Price Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.30% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 16.49 | |
| 0.0314 | 18.93 | |
| 0.9349 | 642.96 | |
| 0.0608 | 15.66 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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