It should have a small muffler with a tailpipe extending down and out beyond the coach sidewall ending with a small downturn. But, there's also a product called a Gen Turi.

http://www.amazon.com/Camco-44461-Gen-Turi-Generator-Exhaust/dp/B000BUU5XG

Overkill in my opinion, but if you get in congested locations (tailgating, rallys, etc.) or if either of you are sensitive to exhaust fumes, this might be of value.