Royce Micro-Cap Trust Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.03% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0478 | 16.39 | |
| 0.0927 | 38.47 | |
| 0.8934 | 344.55 | |
| 0.3554 | 23.39 | |
| 1.5050 | 33.90 |
Estimation Period:
Dec 15, 1993 to Feb 13, 2026
Dec 15, 1993 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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