T Rowe Price Blue Chip Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.69% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0623 | 6.24 | |
| 0.0836 | 13.46 | |
| 0.9781 | 244.47 | |
| 8.2220 | 2.57 |
Estimation Period:
Aug 5, 2020 to Feb 13, 2026
Aug 5, 2020 to Feb 13, 2026
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