T Rowe Price Total Return ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.18% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0112 | -6.16 | |
| 0.0404 | 10.94 | |
| 0.9939 | 530.66 | |
| -0.0349 | -9.71 |
Estimation Period:
Sep 29, 2021 to Feb 6, 2026
Sep 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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