Virtus GBL Multi-Sector Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.96% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 13.44 | |
| 0.1335 | 15.22 | |
| 0.7735 | 91.90 | |
| 0.0760 | 4.67 |
Estimation Period:
Feb 24, 2012 to Feb 6, 2026
Feb 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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