T Rowe Price Long Municipal Income ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
5.01%
decreased by 0.55%
1 Week
4.86%
decreased by 0.70%
1 Month
4.54%
decreased by 1.02%
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 | |
|---|---|---|
| -0.2650 | -3.60 | |
| 0.0403 | 0.82 | |
| 0.9002 | 10.50 | |
| -0.2933 | -11.65 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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