Virtus Convertible & Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.31% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0445 | 18.86 | |
| 0.1235 | 15.07 | |
| 0.7985 | 135.32 | |
| 0.1468 | 13.33 |
Estimation Period:
Mar 31, 2003 to Feb 6, 2026
Mar 31, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Virtus Convertible & Income Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds