Virtus Convertible & Income Fund II GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.60% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1752 | 6.56 | |
| 0.1541 | 49.06 | |
| 0.9844 | 426.17 | |
| 5.3632 | 15.98 |
Estimation Period:
Jul 29, 2003 to Feb 13, 2026
Jul 29, 2003 to Feb 13, 2026
Other Virtus Convertible & Income Fund II Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds