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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7592	3.07***
α ARCH Response to squared shocks	0.0930	0.90
β GARCH Volatility persistence	0.4905	1.01

γ₁	51.3309	1.79*
γ₂	-94.2696	-2.09**
γ₃	58.0194	2.21**

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T Rowe Price Long Municipal Income ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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