T Rowe Price Hedged Eqty ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.39% (+6.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.6270 | 6,269,900.00 | |
| 0.1230 | 1,230,100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.0916 | 915,770.00 | |
| 0.9084 | 9,084,240.00 |
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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