Virtus Diversified Income & Convertible Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.81% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0956 | 19.03 | |
| 0.0955 | 12.98 | |
| 0.7845 | 136.49 | |
| 0.1489 | 8.70 |
Estimation Period:
May 25, 2015 to Feb 20, 2026
May 25, 2015 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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