T Rowe Price Long Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
4.79%
decreased by 0.40%
1 Week
4.68%
decreased by 0.51%
1 Month
4.46%
decreased by 0.73%
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 | |
|---|---|---|
| 0.0090 | 6.21 | |
| 0.0000 | 0.00 | |
| 0.7673 | 13.47 | |
| 0.2155 | 3.14 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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