T Rowe Price Active Core International Equity ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.80%
increased by 2.26%
1 Week
13.57%
increased by 3.03%
1 Month
15.62%
increased by 5.08%
Analysis last updated: Friday, May 22, 2026 at 10:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0251 | 0.28 | |
| -0.4540 | -2.43 | |
| 0.9142 | 3,017.17 | |
| -0.2596 | -0.87 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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