T Rowe Price Group Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.89% (-1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 6.3200 | 4.87 | |
| 0.0711 | 44.80 | |
| 0.9932 | 739.55 | |
| 5.3867 | 12.84 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
Other T Rowe Price Group Inc Analyses
Other GAS-GARCH Student T Analyses on Equities