T Rowe Price US High Yield ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.40% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2471 | 10.70 | |
| 0.3886 | 7.29 | |
| -0.0491 | -1.47 | |
| 0.0061 | 1.29 | |
| 0.1031 | 1.01 | |
| 0.8100 | 4.99 |
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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