T. Rowe Price Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.63% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2412 | 2.96 | |
| 0.0000 | 0.00 | |
| 0.6768 | 6.75 | |
| 0.0378 | 0.70 |
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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