T. Rowe Price Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.95% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8353 | 7.83 | |
| 0.1308 | 1.69 | |
| 0.7331 | 6.31 | |
| -0.0408 | -0.96 |
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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