Virtus Diversified Income & Convertible Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.41% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0462 | 10.38 | |
| 0.2691 | 25.47 | |
| 0.9261 | 212.91 | |
| -0.1169 | -11.22 |
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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