Virtus Equity & Convertible Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.98% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 18.31 | |
| 0.0369 | 9.85 | |
| 0.8475 | 258.53 | |
| 0.1873 | 17.98 |
Estimation Period:
Feb 23, 2007 to Feb 6, 2026
Feb 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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