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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0076	1.69*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9708	71.04***
γ leverage Additional response to negative shocks	-0.9111	0.00
δ power Transformation power	1.4928	5.58***

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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