Virtus Diversified Income & Convertible Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.96% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0948 | 18.87 | |
| 0.0948 | 12.98 | |
| 0.7842 | 136.36 | |
| 0.1516 | 8.83 |
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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