V-Lab
Virtus Diversified Income & Convertible Fund APARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:12.85% (-0.80%)
Analysis last updated: Monday, May 20, 2024 at 09:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0874 | 16.50 | |
| 0.1643 | 24.08 | |
| 0.8122 | 128.93 | |
| 0.3695 | 13.46 | |
| 1.1320 | 18.57 |
Estimation Period:
May 25, 2015 to May 17, 2024
May 25, 2015 to May 17, 2024
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