T Rowe Price US Equity Research ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.92% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0129 | 6.86 | |
| 0.0799 | 13.36 | |
| 0.9766 | 258.01 | |
| 7.5676 | 2.77 |
Estimation Period:
Jun 9, 2021 to Feb 6, 2026
Jun 9, 2021 to Feb 6, 2026
Other T Rowe Price US Equity Research ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs