Royce Small-Cap Trust Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.60% (+2.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8633 | 9.46 | |
| 0.0908 | 33.64 | |
| 0.9789 | 408.39 | |
| 6.6171 | 7.23 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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