T. Rowe PR Small-Mid CAP ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.68% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.00 | |
| 0.8714 | 55.12 | |
| 0.1419 | 10.15 | |
| 1.5500 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T. Rowe PR Small-Mid CAP ETF Analyses
Other MF2-GARCH Analyses on ETFs