T Rowe Price Equity Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.84% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0423 | 10.84 | |
| 0.0225 | 4.85 | |
| 0.8437 | 125.04 | |
| 0.1909 | 9.79 |
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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