Virtus Diversified Income & Convertible Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.73% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0843 | 15.60 | |
| 0.1808 | 29.68 | |
| 0.7695 | 121.96 | |
| 0.4150 | 14.80 |
Estimation Period:
May 25, 2015 to Feb 13, 2026
May 25, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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