T. Rowe Price CAP Appre Eqty GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.25% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6778 | 6.58 | |
| 0.0732 | 7.99 | |
| 0.9385 | 130.18 | |
| 6.1668 | 1.39 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
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