T Rowe Price Group Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.84% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4025 | 5.55 | |
| 0.0736 | 9.55 | |
| 0.8948 | 81.67 | |
| 0.0726 | 2.54 | |
| -0.1035 | -2.43 | |
| -0.0001 | -0.00 | |
| 0.1035 | 3.83 | |
| -0.1544 | -5.82 | |
| 0.1540 | 5.30 | |
| -0.0953 | -2.94 | |
| 0.0092 | 0.17 |
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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