T Rowe Price US Equity Research ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.96% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4909 | 3.99 | |
| 0.0947 | 2.56 | |
| 0.8270 | 12.67 | |
| -1.4908 | -4.28 | |
| 2.0652 | 4.40 | |
| -0.7007 | -3.55 |
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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