Virtus Diversified Income & Convertible Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:17.61% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6911 | 2.77 | |
| 0.1973 | 6.23 | |
| 0.7197 | 21.31 | |
| -0.0762 | -0.44 | |
| 0.1978 | 0.86 | |
| -0.2965 | -3.15 | |
| 0.2569 | 4.61 |
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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