T Rowe Price Floating Rate ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.06% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0127 | 9.00 | |
| 0.2434 | 8.35 | |
| 0.4196 | 8.67 |
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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