T. Rowe PR Small-Mid CAP ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.75% (+3.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 4.86 | |
| 0.0693 | 8.75 | |
| 0.8817 | 74.37 | |
| 0.4829 | 11.39 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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