Royce Small-Cap Trust Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.81% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0992 | 9.21 | |
| 0.1120 | 9.38 | |
| 0.8560 | 57.53 | |
| -0.0013 | -0.94 | |
| 0.0057 | 2.26 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Royce Small-Cap Trust Inc Analyses
Other Spline-GARCH Analyses on Closed-end Funds