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Virtus Convertible & Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.20% (+5.40%)
Analysis last updated: Friday, February 6, 2026 at 11:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Virtus Convertible & Income Fund S0GARCH
paramt-stat
ω0.82062.41
α0.21356.85
β0.746727.07
γ1-0.3171-2.02
γ20.82633.39
γ3-1.0013-4.20
γ40.61172.79
γ50.03430.18
γ6-0.3479-1.78
γ70.37142.22
γ8-0.2061-1.23
γ9-0.0925-0.45
γ100.19101.30
Estimation Period:
Mar 31, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts