T. Rowe PR Small-Mid CAP ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.46% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7482 | 6.58 | |
| 0.0790 | 1.71 | |
| 0.8370 | 11.28 | |
| -0.1354 | -0.72 |
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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