T Rowe Price Group Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.33% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0232 | 15.40 | |
| 0.1381 | 41.85 | |
| 0.9896 | 1,733.02 | |
| -0.0503 | -16.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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