Virtus Convertible & Income Fund II GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.44% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 16.26 | |
| 0.1372 | 16.04 | |
| 0.7772 | 115.65 | |
| 0.1712 | 13.02 |
Estimation Period:
Jul 29, 2003 to Feb 13, 2026
Jul 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Virtus Convertible & Income Fund II Analyses
Other GJR-GARCH Analyses on Closed-end Funds