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Virtus Convertible & Income 20 Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Monday, August 26, 2024 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Virtus Convertible & Income 20 Fund S0GARCH
paramt-stat
ω1.23442.35
α0.19684.56
β0.57197.17
γ15.07791.35
γ2-2.8103-0.56
γ3-7.0774-2.23
γ47.07582.42
γ5-0.9944-0.33
γ6-2.9894-0.91
γ70.79060.27
γ83.12801.21
γ9-6.4728-2.46
γ107.44614.39
Estimation Period:
Nov 16, 2018 to Aug 23, 2024
Impact of return on volatility tomorrow
Volatility Forecasts