Virtus Dividend Interest & Premium Strategy Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.72% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5018 | 4.35 | |
| 0.1923 | 9.25 | |
| 0.7643 | 35.73 | |
| -0.0645 | -3.81 | |
| 0.0952 | 3.92 | |
| -0.0447 | -2.22 |
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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