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	param	t-stat
$ω$	0.7329	7.21
$α$	0.0573	3.38
$β$	0.9092	40.11
$γ_{1}$	-0.0062	-1.56

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Royce Quant Small-Cap Quality Value ETF Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.96% (+0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Quant Small-Cap Quality Value ETF Fund Analyses