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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0071	3.48***
α ARCH Response to squared shocks	0.0216	0.95
β GARCH Volatility persistence	0.9389	44.93***
γ leverage Additional response to negative shocks	-0.0216	-0.62

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T Rowe Price Long Municipal Income ETF Asy. MEM Volatility Analysis

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News Impact Curve

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