Virtus Convertible & Income Fund II EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.33% (+2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 9.26 | |
| 0.3096 | 27.83 | |
| 0.9433 | 217.71 | |
| -0.1055 | -13.70 |
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Jul 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Virtus Convertible & Income Fund II Analyses
Other EGARCH Analyses on Closed-end Funds