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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0661	6.24***
α ARCH Response to squared shocks	0.1254	3.69***
β GARCH Volatility persistence	0.8034	25.17***
ν DF Student-t tail thickness	6.7349	0.55

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T Rowe Price Long Municipal Income ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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