T. Rowe Price Financials ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.57% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8419 | 0.63 | |
| 0.0000 | 0.00 | |
| 0.6283 | 0.11 | |
| 14.5905 | 0.08 |
Estimation Period:
Jun 12, 2025 to Feb 13, 2026
Jun 12, 2025 to Feb 13, 2026
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