T Rowe Price Growth Stock ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.25% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 10.18 | |
| 0.1048 | 19.34 | |
| 0.8702 | 142.99 |
Estimation Period:
Aug 5, 2020 to Feb 6, 2026
Aug 5, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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