Royce Quant Small-Cap Quality Value ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:40.77% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.2298 | 9.10 | |
| 0.0645 | 65.38 | |
| 0.9963 | 2,435.91 | |
| 2.2507 | 683.91 |
Estimation Period:
Jul 13, 2017 to Feb 6, 2026
Jul 13, 2017 to Feb 6, 2026
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