Royce Micro-Cap Trust Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.84% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0494 | 16.53 | |
| 0.0990 | 40.09 | |
| 0.8817 | 302.69 |
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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