T Rowe Price Long Municipal Income ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.71%
decreased by 0.70%
1 Week
4.72%
decreased by 0.69%
1 Month
4.75%
decreased by 0.66%
Analysis last updated: Saturday, May 23, 2026 at 02:29 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0069 | -3.79 | |
| 0.0966 | 9.73 | |
| 0.8096 | 40.22 | |
| 0.4001 | 15.67 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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