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	param	t-stat
$ω$	0.0238	3.08
$α$	0.0888	12.30
$β$	0.9772	292.83
$γ$	-0.0768	-12.13

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

Volatility Prediction for Monday, March 2nd, 2026:21.41% (+1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Quant Small-Cap Quality Value ETF Fund Analyses