Royce Micro-Cap Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.30% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0537 | 14.83 | |
| 0.0472 | 17.84 | |
| 0.8859 | 340.85 | |
| 0.0900 | 13.28 |
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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