Royce Small-Cap Trust Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.53% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0544 | 21.47 | |
| 0.0494 | 16.48 | |
| 0.8708 | 311.79 | |
| 0.0993 | 11.75 |
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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