T Rowe Price Long Municipal Income ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
3.21%
decreased by 0.07%
1 Week
3.46%
increased by 0.18%
1 Month
3.90%
increased by 0.62%
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 | |
|---|---|---|
| 0.0086 | 6.29 | |
| 0.0000 | 0.00 | |
| 0.7578 | 14.52 | |
| 0.2446 | 4.15 |
Estimation Period:
Nov 20, 2025 to Jun 26, 2026
Nov 20, 2025 to Jun 26, 2026
Other T Rowe Price Long Municipal Income ETF Analyses
Other GJR-GARCH Analyses on ETFs