Virtus Convertible & Income 20 Fund Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2344 | 2.35 | |
| 0.1968 | 4.56 | |
| 0.5719 | 7.17 | |
| 5.0779 | 1.35 | |
| -2.8103 | -0.56 | |
| -7.0774 | -2.23 | |
| 7.0758 | 2.42 | |
| -0.9944 | -0.33 | |
| -2.9894 | -0.91 | |
| 0.7906 | 0.27 | |
| 3.1280 | 1.21 | |
| -6.4728 | -2.46 | |
| 7.4461 | 4.39 |
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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