Virtus Convertible & Income 20 Fund Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1242 | 3.09 | |
| 0.2122 | 4.74 | |
| 0.5560 | 7.25 | |
| 3.4456 | 2.78 | |
| -5.6526 | -3.24 | |
| 3.9570 | 3.88 | |
| -3.3274 | -3.67 | |
| 2.4314 | 2.56 | |
| -4.1385 | -3.04 |
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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