T. Rowe Price Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.32% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7958 | 5.91 | |
| 0.1313 | 1.69 | |
| 0.7278 | 6.14 | |
| -0.1185 | -0.67 |
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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