T. Rowe PR Small-Mid CAP ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.07% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0775 | 6.85 | |
| 0.0768 | 7.24 | |
| 0.8615 | 57.70 |
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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