Virtus Convertible & Income 20 Fund EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0048 | 2.89 | |
| 0.2634 | 22.07 | |
| 0.9844 | 739.62 | |
| -0.0134 | -1.28 |
Estimation Period:
Nov 16, 2018 to Aug 23, 2024
Nov 16, 2018 to Aug 23, 2024
News Impact Curve
Volatility Forecasts
Other Virtus Convertible & Income 20 Fund Analyses
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