Virtus Convertible & Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.20% (+5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8206 | 2.41 | |
| 0.2135 | 6.85 | |
| 0.7467 | 27.07 | |
| -0.3171 | -2.02 | |
| 0.8263 | 3.39 | |
| -1.0013 | -4.20 | |
| 0.6117 | 2.79 | |
| 0.0343 | 0.18 | |
| -0.3479 | -1.78 | |
| 0.3714 | 2.22 | |
| -0.2061 | -1.23 | |
| -0.0925 | -0.45 | |
| 0.1910 | 1.30 |
Estimation Period:
Mar 31, 2003 to Feb 6, 2026
Mar 31, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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