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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0086	5.52***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7649	14.03***
γ leverage Additional response to negative shocks	0.2082	3.56***

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T Rowe Price Long Municipal Income ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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