T Rowe Price Group Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.24% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 20.08 | |
| 0.0663 | 41.68 | |
| 0.9275 | 570.06 |
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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