T Rowe Price Long Municipal Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
3.49%
decreased by 0.30%
1 Week
3.69%
decreased by 0.10%
1 Month
3.96%
increased by 0.17%
Analysis last updated: Saturday, June 27, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 5.79 | |
| 0.1278 | 3.80 | |
| 0.8179 | 27.61 | |
| 6.6418 | 0.58 |
Estimation Period:
Nov 20, 2025 to Jun 26, 2026
Nov 20, 2025 to Jun 26, 2026
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