T Rowe Price US High Yield ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.50% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4733 | 5.78 | |
| 0.1903 | 2.50 | |
| 0.5563 | 4.79 | |
| 0.8225 | 3.65 | |
| -0.8505 | -2.97 |
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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