Royce Micro-Cap Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.65% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7422 | 6.89 | |
| 0.0834 | 39.14 | |
| 0.9884 | 547.60 | |
| 7.2046 | 6.90 |
Estimation Period:
Dec 15, 1993 to Feb 13, 2026
Dec 15, 1993 to Feb 13, 2026
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