T. Rowe PR Small-Mid CAP ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.84% (+6.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7783 | 8.50 | |
| 0.0784 | 1.72 | |
| 0.8423 | 11.82 | |
| -0.0741 | -1.71 |
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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