T Rowe Price Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.87% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3792 | 5.39 | |
| 0.0730 | 9.58 | |
| 0.8960 | 82.83 | |
| 0.0686 | 2.38 | |
| -0.0989 | -2.31 | |
| 0.0010 | 0.03 | |
| 0.0991 | 3.64 | |
| -0.1492 | -5.59 | |
| 0.1514 | 5.32 | |
| -0.1000 | -3.86 | |
| 0.0282 | 1.47 |
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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