Calamos Dynamic Convertible & Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.04% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1203 | 27.88 | |
| 0.1136 | 15.30 | |
| 0.7168 | 111.41 | |
| 0.2211 | 10.58 |
Estimation Period:
Mar 27, 2015 to Feb 13, 2026
Mar 27, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Calamos Dynamic Convertible & Income Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds