T Rowe Price Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.44% (+1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 16.45 | |
| 0.0314 | 18.89 | |
| 0.9345 | 639.65 | |
| 0.0616 | 15.73 |
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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