T. Rowe PR Small-Mid CAP ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.36% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 0.02 | |
| -0.0760 | -2.43 | |
| 0.9835 | 18.88 | |
| -0.1084 | -1.63 |
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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