T Rowe Price Active Core International Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.77%
decreased by 1.17%
1 Week
17.71%
decreased by 1.23%
1 Month
17.56%
decreased by 1.38%
Analysis last updated: Friday, May 22, 2026 at 10:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1902 | 2.42 | |
| 0.0729 | 1.61 | |
| 0.9301 | 54.79 | |
| 4.9938 | 0.69 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
Other T Rowe Price Active Core International Equity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs