Royce Small-Cap Trust Inc AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.48% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 10.37 | |
| 0.0975 | 42.97 | |
| 0.8699 | 317.71 | |
| 0.5519 | 23.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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