T Rowe Price Long Municipal Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.33%
decreased by 0.32%
1 Week
4.30%
decreased by 0.35%
1 Month
4.25%
decreased by 0.40%
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 | |
|---|---|---|
| 0.0707 | 4.96 | |
| 0.1432 | 3.43 | |
| 0.8104 | 22.53 | |
| 5.9636 | 0.71 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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