T Rowe Price Ultra Short-Term Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.94% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 3.63 | |
| 0.0404 | 13.40 | |
| 0.9836 | 201.42 | |
| 3.5452 | 7.34 |
Estimation Period:
Sep 29, 2021 to Feb 13, 2026
Sep 29, 2021 to Feb 13, 2026
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