T. Rowe Price CAP Appre Eqty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.95% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8730 | 7.02 | |
| 0.1154 | 1.59 | |
| 0.8019 | 9.11 | |
| -0.0290 | -0.62 |
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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