Virtus Diversified Income & Convertible Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.81% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6881 | 2.79 | |
| 0.1981 | 6.19 | |
| 0.7169 | 20.78 | |
| -0.0789 | -0.46 | |
| 0.2050 | 0.90 | |
| -0.3088 | -3.30 | |
| 0.2697 | 4.88 |
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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