Royce Micro-Cap Trust Inc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.37% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 9.00 | |
| 0.1682 | 44.94 | |
| 0.9726 | 979.49 | |
| -0.0772 | -12.07 |
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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