Virtus Convertible & Income Fund II Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.37% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0831 | 2.42 | |
| 0.2218 | 9.68 | |
| 0.7692 | 34.29 | |
| -0.0014 | -2.05 |
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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