Virtus Diversified Income & Convertible Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.94% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7948 | 5.08 | |
| 0.1884 | 6.25 | |
| 0.7381 | 23.99 | |
| 0.0325 | 1.13 | |
| -0.1054 | -1.96 |
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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