T Rowe Price US High Yield ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.58% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0250 | 8.58 | |
| 0.0827 | 33.13 | |
| 0.9990 | 6,166.54 | |
| 3.8367 | 19.05 |
Estimation Period:
Oct 26, 2022 to Feb 13, 2026
Oct 26, 2022 to Feb 13, 2026
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