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	param	t-stat
$ω$	0.0332	14.21
$α$	0.0407	10.54
$β$	0.9383	316.67
$γ$	0.6409	9.38
$δ$	1.7065	18.16

V-Lab

Royce Quant Small-Cap Quality Value ETF Fund APARCH Volatility Analysis

Volatility Prediction for Tuesday, March 3rd, 2026:19.77% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Quant Small-Cap Quality Value ETF Fund Analyses