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	param	t-stat
$ω$	0.6829	5.83
$α$	0.0571	3.27
$β$	0.9061	37.43
$γ_{1}$	-0.0174	-1.10

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

Volatility Prediction for Tuesday, February 17th, 2026:20.05% (+0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Royce Quant Small-Cap Quality Value ETF Fund Analyses