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	param	t-stat
$ω$	0.0355	9.66
$α$	0.0070	2.97
$β$	0.9356	334.15
$γ$	0.0825	9.72

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Royce Quant Small-Cap Quality Value ETF Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.28% (-0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Quant Small-Cap Quality Value ETF Fund Analyses