T Rowe Price Group Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
18.71%
decreased by 0.03%
1 Week
19.09%
increased by 0.35%
1 Month
20.52%
increased by 1.78%
Analysis last updated: Wednesday, June 17, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.73 | |
| 0.0320 | 19.32 | |
| 0.9344 | 641.73 | |
| 0.0601 | 15.43 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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