T Rowe Price US Equity Research ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.79% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 8.68 | |
| 0.0000 | 0.00 | |
| 0.8882 | 149.96 | |
| 0.1756 | 12.36 |
Estimation Period:
Jun 9, 2021 to Feb 6, 2026
Jun 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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