T Rowe Price Blue Chip Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.94% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0583 | 7.80 | |
| 0.0000 | 0.00 | |
| 0.8938 | 171.62 | |
| 0.1528 | 10.81 |
Estimation Period:
Aug 5, 2020 to Feb 13, 2026
Aug 5, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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