T Rowe Price Floating Rate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.95% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0238 | 6.40 | |
| 0.2468 | 2.06 | |
| 0.4022 | 1.98 | |
| 0.1386 | 1.27 |
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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