V-Lab
Virtus Diversified Income & Convertible Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 17th, 2024:16.16% (-0.72%)
Analysis last updated: Thursday, May 16, 2024 at 10:10 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6437 | 5.33 | |
| 0.1738 | 5.90 | |
| 0.7677 | 26.56 | |
| -0.0090 | -1.78 |
Estimation Period:
May 25, 2015 to May 10, 2024
May 25, 2015 to May 10, 2024
News Impact Curve
Volatility Forecasts
Other Virtus Diversified Income & Convertible Fund Analyses