T Rowe Price CAP APR PRM INM EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.49% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0501 | -0.67 | |
| -0.2392 | -0.57 | |
| 0.9588 | 9.22 | |
| -0.0961 | -5.56 |
Estimation Period:
Mar 27, 2025 to Feb 6, 2026
Mar 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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