Calamos Dynamic Convertible & Income Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.34% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 11.57 | |
| 0.3323 | 36.04 | |
| 0.9268 | 327.26 | |
| -0.1121 | -12.84 |
Estimation Period:
Mar 27, 2015 to Feb 6, 2026
Mar 27, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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