T Rowe Price US High Yield ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.38% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0462 | -6.65 | |
| 0.1677 | 10.78 | |
| 0.9748 | 418.55 | |
| -0.0609 | -3.66 |
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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