Royce Global Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.84% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6438 | 4.94 | |
| 0.2025 | 6.10 | |
| 0.6965 | 19.49 | |
| -0.1343 | -1.80 | |
| 0.2770 | 2.56 | |
| -0.2793 | -3.68 | |
| 0.2327 | 1.63 |
Estimation Period:
Oct 9, 2013 to Feb 6, 2026
Oct 9, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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