T. Rowe PR Small-Mid CAP ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.26% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1642 | 6.00 | |
| 0.0546 | 5.93 | |
| 0.9376 | 72.44 | |
| 6.4142 | 0.86 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
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