T. Rowe Price Financials ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.72% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.2830 | -5.41 | |
| -0.2644 | -6.99 | |
| -0.1893 | -1.35 | |
| -0.2155 | -6.18 |
Estimation Period:
Jun 12, 2025 to Feb 6, 2026
Jun 12, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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