T Rowe Price Hedged Eqty ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.97% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5525 | 3.98 | |
| 0.1282 | 9.55 | |
| 0.8909 | 38.35 | |
| 4.2656 | 1.93 |
Estimation Period:
Mar 27, 2025 to Feb 6, 2026
Mar 27, 2025 to Feb 6, 2026
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