T. Rowe Price Naturl RES ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.88% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0248 | 1.44 | |
| 0.1011 | 3.67 | |
| 0.8792 | 30.08 | |
| 0.0334 | 0.65 |
Estimation Period:
Jun 12, 2025 to Feb 13, 2026
Jun 12, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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