Virtus Diversified Income & Convertible Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.53% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0456 | 10.31 | |
| 0.2706 | 25.52 | |
| 0.9259 | 209.44 | |
| -0.1168 | -11.16 |
Estimation Period:
May 25, 2015 to Feb 6, 2026
May 25, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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