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	param	t-stat
$m$	36
$α$	0.0335	12.55
$β$	0.8521	217.72
$γ$	0.1183	29.22
$λ_{1}$	0.0012	5.29
$λ_{2}$	0.0055	4.26
$λ_{3}$	0.9938	686.83

V-Lab

Royce Micro-Cap Trust Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:19.82% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Micro-Cap Trust Inc Analyses