T. Rowe Price Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.03% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3080 | 6.51 | |
| 0.0755 | 6.00 | |
| 0.9397 | 142.79 | |
| 6.2244 | 1.38 |
Estimation Period:
Jun 15, 2023 to Feb 13, 2026
Jun 15, 2023 to Feb 13, 2026
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