Virtus Diversified Income & Convertible Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.46% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7961 | 5.28 | |
| 0.1883 | 6.18 | |
| 0.7336 | 23.08 | |
| 0.0370 | 1.31 | |
| -0.1184 | -2.25 |
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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