Virtus Convertible & Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.81% (+5.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8068 | 2.38 | |
| 0.2136 | 6.87 | |
| 0.7468 | 27.13 | |
| -0.3407 | -2.15 | |
| 0.8662 | 3.54 | |
| -1.0305 | -4.35 | |
| 0.6305 | 2.90 | |
| 0.0309 | 0.16 | |
| -0.3580 | -1.84 | |
| 0.3907 | 2.32 | |
| -0.2393 | -1.34 | |
| -0.0298 | -0.12 | |
| 0.0542 | 0.18 |
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 Spline-GARCH Analyses on Closed-end Funds