T Rowe Price US High Yield ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.46% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 9.45 | |
| 0.0605 | 5.41 | |
| 0.8742 | 109.70 | |
| 0.0745 | 2.82 |
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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