T. Rowe Price Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.32% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5571 | 8.61 | |
| 0.0711 | 9.12 | |
| 0.9305 | 90.07 | |
| 7.2112 | 1.08 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
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