T Rowe Price Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
22.05%
decreased by 0.46%
1 Week
22.64%
increased by 0.13%
1 Month
24.49%
increased by 1.98%
Analysis last updated: Tuesday, June 9, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3834 | 5.34 | |
| 0.0730 | 9.65 | |
| 0.8970 | 84.30 | |
| 0.0664 | 2.32 | |
| -0.0968 | -2.28 | |
| 0.0034 | 0.11 | |
| 0.0925 | 3.38 | |
| -0.1402 | -5.21 | |
| 0.1459 | 5.06 | |
| -0.1035 | -4.03 | |
| 0.0357 | 1.93 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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