T. Rowe PR Small-Mid CAP ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.21% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0630 | 3.10 | |
| 0.0000 | 0.00 | |
| 0.8987 | 72.99 | |
| 0.1045 | 3.16 |
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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