T Rowe Price Hedged Eqty ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.68% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0653 | 5.54 | |
| 0.0000 | 0.00 | |
| 0.6783 | 16.65 | |
| 0.3142 | 3.74 |
Estimation Period:
Mar 27, 2025 to Feb 6, 2026
Mar 27, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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