T. Rowe Price Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.75% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6399 | 24.15 | |
| 0.2805 | 13.07 | |
| 0.3450 | 0.29 | |
| 0.4912 | 0.38 | |
| 0.0000 | 0.00 |
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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