T. Rowe Price INT Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.04% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7533 | 7.12 | |
| 0.0445 | 3.48 | |
| 0.8925 | 26.45 | |
| 7.3175 | 0.38 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
Other T. Rowe Price INT Equity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs