T Rowe Price US Equity Research ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.25% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4443 | 4.33 | |
| 0.0955 | 2.41 | |
| 0.7996 | 10.72 | |
| -1.7080 | -5.18 | |
| 2.5108 | 5.14 | |
| -1.4366 | -2.67 |
Estimation Period:
Jun 9, 2021 to Feb 6, 2026
Jun 9, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other T Rowe Price US Equity Research ETF Analyses
Other Spline-GARCH Analyses on ETFs