T Rowe Price Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.00% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4005 | 5.55 | |
| 0.0732 | 9.54 | |
| 0.8953 | 81.96 | |
| 0.0723 | 2.54 | |
| -0.1034 | -2.44 | |
| 0.0008 | 0.02 | |
| 0.1018 | 3.77 | |
| -0.1520 | -5.73 | |
| 0.1518 | 5.23 | |
| -0.0939 | -2.91 | |
| 0.0051 | 0.09 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other T Rowe Price Group Inc Analyses
Other Spline-GARCH Analyses on Equities