T Rowe Price Dividend Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.74% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0380 | 7.47 | |
| 0.0204 | 1.73 | |
| 0.8433 | 64.47 | |
| 0.1804 | 8.00 |
Estimation Period:
Aug 5, 2020 to Feb 6, 2026
Aug 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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