Royce Quant Small-Cap Quality Value ETF Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:19.25% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0024 | -0.74 | |
| 0.0564 | 21.79 | |
| 0.9266 | 317.34 | |
| 0.8228 | 25.64 |
Estimation Period:
Jul 13, 2017 to Feb 20, 2026
Jul 13, 2017 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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