T. Rowe Price Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.36% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0519 | 5.86 | |
| 0.0000 | 0.00 | |
| 0.8271 | 45.62 | |
| 0.1724 | 4.12 |
Estimation Period:
Jun 15, 2023 to Feb 6, 2026
Jun 15, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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