T. Rowe Price Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.99% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 5.53 | |
| 0.0000 | 0.00 | |
| 0.8621 | 57.07 | |
| 0.1655 | 5.02 |
Estimation Period:
Jun 15, 2023 to Feb 13, 2026
Jun 15, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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