T Rowe Price Ultra Short-Term Bond ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.16% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.5206 | -8.20 | |
| 0.0770 | 5.52 | |
| 0.9004 | 61.71 | |
| 0.1480 | 6.58 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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