T Rowe Price Active Core International Equity ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.46%
decreased by 0.21%
1 Week
3,517,351.07%
increased by 3,517,337.40%
1 Month
199,635,608,046,260,100,000,000,000,000.00%
increased by 199,635,608,046,260,100,000,000,000,000.00%
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 | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.9845 | 33.16 | |
| 0.0310 | 0.55 | |
| 0.0000 | 0.00 | |
| 0.4568 | 0.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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