T Rowe Price Floating Rate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.59% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0435 | 6.06 | |
| 0.2093 | 8.79 | |
| 0.7763 | 19.94 | |
| 3.4641 | 5.92 |
Estimation Period:
Nov 17, 2022 to Feb 6, 2026
Nov 17, 2022 to Feb 6, 2026
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