T Rowe Price CAP APR PRM INM GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.28% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 3.29 | |
| 0.0000 | 0.00 | |
| 0.9099 | 47.14 | |
| 0.0147 | 0.43 |
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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