Virtus GBL Multi-Sector Incm Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.92% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2514 | 2.97 | |
| 0.1760 | 6.05 | |
| 0.7452 | 19.94 | |
| 0.1818 | 2.09 | |
| -0.2626 | -2.25 | |
| 0.0959 | 1.55 | |
| -0.0702 | -0.94 |
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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