T Rowe Price Floating Rate ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.84% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.7385 | -5.30 | |
| 0.3762 | 9.08 | |
| 0.7676 | 18.22 | |
| -0.0924 | -2.73 |
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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