V-Lab
V-Lab

Advent Convertible and Income Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:6.57% (-4.45%)

Analysis last updated: Thursday, May 16, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Advent Convertible and Income Fund MF2-GARCH
paramt-stat
m56
α0.86538652850.00
β0.0000100.00
γ0.26942694100.00
λ10.000010.00
λ20.0000100.00
λ30.0000100.00
Estimation Period:
Apr 30, 2003 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts