Royce Small-Cap Trust Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.85% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2718 | 6.64 | |
| 0.1126 | 8.91 | |
| 0.8466 | 49.38 | |
| 0.0253 | 1.56 | |
| -0.0434 | -1.87 | |
| 0.0378 | 2.56 | |
| -0.0425 | -3.02 | |
| 0.0520 | 3.77 | |
| -0.0446 | -4.49 |
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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