Virtus Diversified Income & Convertible Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.87% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9831 | 7.79 | |
| 0.1622 | 22.52 | |
| 0.9636 | 197.09 | |
| 6.7973 | 5.94 |
Estimation Period:
May 25, 2015 to Feb 6, 2026
May 25, 2015 to Feb 6, 2026
Other Virtus Diversified Income & Convertible Fund Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds