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	param	t-stat
$ω$	1.5979	10.20
$α$	0.1052	8.98
$β$	0.8494	53.24
$γ_{1}$	0.0062	1.52
$γ_{2}$	-0.0093	-1.44
$γ_{3}$	0.0165	3.14

V-Lab

Royce Micro-Cap Trust Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.89% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Micro-Cap Trust Inc Analyses