Virtus Convertible & Income 20 Fund GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 3.59 | |
| 0.1306 | 11.21 | |
| 0.8815 | 208.73 | |
| -0.0242 | -1.25 |
Estimation Period:
Nov 16, 2018 to Aug 23, 2024
Nov 16, 2018 to Aug 23, 2024
News Impact Curve
Volatility Forecasts
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