Royce Micro-Cap Trust Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.33% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 8.15 | |
| 0.0924 | 43.82 | |
| 0.8827 | 352.66 | |
| 0.6381 | 30.10 |
Estimation Period:
Dec 15, 1993 to Feb 6, 2026
Dec 15, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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