T Rowe Price Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:41.83% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 16.46 | |
| 0.0313 | 18.90 | |
| 0.9348 | 642.45 | |
| 0.0612 | 15.70 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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