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V-Lab

T Rowe Price Long Municipal Income ETF MEM Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

6.22%

unchanged at 0.00%

1 Week

6.22%

unchanged at 0.00%

1 Month

6.22%

unchanged at 0.00%

Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

All

graph of T Rowe Price Long Municipal Income ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 21, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0043
0.01
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9720
0.08

Persistence:

0.972

Half-life:

24 days