Royce Small-Cap Trust Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.94% (+2.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 23.05 | |
| 0.1087 | 38.04 | |
| 0.8651 | 249.24 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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