T Rowe Price Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
19.18%
decreased by 0.39%
1 Week
19.55%
decreased by 0.02%
1 Month
20.94%
increased by 1.37%
Analysis last updated: Tuesday, June 9, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.75 | |
| 0.0320 | 19.34 | |
| 0.9343 | 641.72 | |
| 0.0600 | 15.41 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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