T Rowe Price Floating Rate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.76% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 10.67 | |
| 0.1381 | 4.76 | |
| 0.4745 | 12.67 | |
| 0.1715 | 2.07 |
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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