T. Rowe Price CAP Appre Eqty MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.56% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.6868 | 24.78 | |
| 0.3144 | 14.32 | |
| 0.1321 | 0.21 | |
| 0.0470 | 0.24 | |
| 0.7828 | 0.78 |
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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