T. Rowe Price CAP Appre Eqty Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.65% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8452 | 5.63 | |
| 0.1154 | 1.57 | |
| 0.7993 | 8.86 | |
| -0.0804 | -0.39 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T. Rowe Price CAP Appre Eqty Analyses
Other Spline-GARCH Analyses on ETFs