T. Rowe Price CAP Appre Eqty GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.80% (+2.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0597 | 6.80 | |
| 0.0000 | 0.00 | |
| 0.8123 | 41.90 | |
| 0.2018 | 4.60 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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