Calamos Dynamic Convertible & Income Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.96% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0841 | 12.83 | |
| 0.6047 | 54.04 | |
| 0.2978 | 23.61 | |
| 0.0457 | 3.44 | |
| 0.1164 | 3.65 | |
| 0.8571 | 21.75 |
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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