T Rowe Price US High Yield ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.21% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 6.16 | |
| 0.1002 | 10.81 | |
| 0.8628 | 96.24 | |
| 0.0988 | 4.13 |
Estimation Period:
Oct 26, 2022 to Feb 6, 2026
Oct 26, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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