T Rowe Price Equity Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.29% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9276 | 17.45 | |
| 0.1279 | 18.22 | |
| 0.9446 | 212.47 | |
| 11.0921 | 2.40 |
Estimation Period:
Aug 5, 2020 to Feb 13, 2026
Aug 5, 2020 to Feb 13, 2026
Other T Rowe Price Equity Income ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs