Virtus Dividend Interest & Premium Strategy Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.97% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 18.60 | |
| 0.0465 | 10.69 | |
| 0.8346 | 202.63 | |
| 0.1869 | 18.69 |
Estimation Period:
Mar 1, 2005 to Feb 6, 2026
Mar 1, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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