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V-Lab

Virtus Convertible & Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.81% (+5.54%)
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 SGARCH
paramt-stat
ω0.80682.38
α0.21366.87
β0.746827.13
γ1-0.3407-2.15
γ20.86623.54
γ3-1.0305-4.35
γ40.63052.90
γ50.03090.16
γ6-0.3580-1.84
γ70.39072.32
γ8-0.2393-1.34
γ9-0.0298-0.12
γ100.05420.18
Estimation Period:
Mar 31, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts