T Rowe Price Floating Rate ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.08% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0073 | 8.85 | |
| 0.1829 | 7.95 | |
| 0.5772 | 18.93 | |
| 0.1273 | 7.43 |
Estimation Period:
Nov 17, 2022 to Feb 6, 2026
Nov 17, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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