Royce Small-Cap Trust Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.02% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0071 | 70,720.00 | |
| -0.0141 | -141,240.00 | |
| 1.3842 | 38.44 | |
| 0.1462 | 20.46 | |
| 0.0036 | 0.07 |
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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