T Rowe Price US High Yield ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.66% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0709 | 4.31 | |
| 0.1972 | 2.59 | |
| 0.4546 | 2.77 | |
| -0.1279 | -0.20 | |
| 1.4661 | 1.61 | |
| -3.0361 | -3.18 |
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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