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	param	t-stat
$ω$	1.5395	8.96
$α$	0.1067	8.81
$β$	0.8411	49.81
$γ_{1}$	0.0013	0.13
$γ_{2}$	0.0098	0.64
$γ_{3}$	-0.0279	-2.61
$γ_{4}$	0.0404	4.13
$γ_{5}$	-0.0343	-3.91

V-Lab

Royce Micro-Cap Trust Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:22.49% (+0.49%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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