T Rowe Price CAP APR PRM INM GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.23% (-3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6178 | 3.92 | |
| 0.1461 | 1.41 | |
| 0.4510 | 2.55 | |
| 3.8374 | 0.73 |
Estimation Period:
Mar 27, 2025 to Feb 6, 2026
Mar 27, 2025 to Feb 6, 2026
Other T Rowe Price CAP APR PRM INM Analyses
Other GAS-GARCH Student T Analyses on ETFs