Virtus Convertible & Income Fund II MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.53% (+3.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1229 | 14.60 | |
| 0.6790 | 53.61 | |
| 0.2463 | 17.98 | |
| 0.0147 | 7.57 | |
| 0.0467 | 6.31 | |
| 0.9478 | 112.19 |
Estimation Period:
Jul 29, 2003 to Feb 6, 2026
Jul 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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