T. Rowe Price INT Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.14% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.5578 | 24.55 | |
| 0.3218 | 19.09 | |
| 0.5288 | 0.07 | |
| 0.4125 | 0.07 | |
| 0.0000 | 0.00 |
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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