Royce Quant Small-Cap Quality Value ETF Fund Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.33% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 14.36 | |
| 0.0862 | 18.64 | |
| 0.9138 | 225.13 | |
| -0.0482 | -1.21 | |
| 1.3651 | 18.66 |
Estimation Period:
Jul 13, 2017 to Feb 13, 2026
Jul 13, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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