T Rowe Price Active Core International Equity ETF Spline-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
16.35%
unchanged at 0.00%
1 Week
16.35%
unchanged at 0.00%
1 Month
16.37%
increased by 0.02%
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 | |
|---|---|---|
| 0.8308 | 0.04 | |
| 0.0000 | 0.00 | |
| 1.0000 | 0.15 | |
| -26.2698 | -0.03 |
Estimation Period:
Dec 11, 2025 to May 22, 2026
Dec 11, 2025 to May 22, 2026
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