T. Rowe Price INT Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.48% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1581 | 6.81 | |
| 0.0000 | 0.00 | |
| 0.6963 | 19.29 | |
| 0.2130 | 2.81 |
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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