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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.2462	-3.04***
α ARCH Response to squared shocks	0.0040	0.09
β GARCH Volatility persistence	0.9069	7.80***
γ leverage Additional response to negative shocks	-0.2876	-13.07***

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T Rowe Price Long Municipal Income ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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