T Rowe Price Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.32% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3825 | 5.42 | |
| 0.0735 | 9.58 | |
| 0.8954 | 82.29 | |
| 0.0689 | 2.39 | |
| -0.0988 | -2.30 | |
| -0.0003 | -0.01 | |
| 0.1012 | 3.72 | |
| -0.1515 | -5.68 | |
| 0.1528 | 5.38 | |
| -0.0996 | -3.84 | |
| 0.0270 | 1.41 |
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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