Virtus Convertible & Income Fund II Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.43% (+6.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1476 | 2.37 | |
| 0.2235 | 9.52 | |
| 0.7675 | 33.92 | |
| 0.0002 | 0.11 |
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
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