V-Lab
Virtus Diversified Income & Convertible Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:21.39% (-1.69%)
Analysis last updated: Monday, April 29, 2024 at 09:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6390 | 5.30 | |
| 0.1738 | 5.89 | |
| 0.7677 | 26.59 | |
| -0.0093 | -1.81 |
Estimation Period:
May 25, 2015 to Apr 26, 2024
May 25, 2015 to Apr 26, 2024
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