Calamos Dynamic Convertible & Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.63% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6058 | 5.24 | |
| 0.2426 | 6.86 | |
| 0.6746 | 19.95 | |
| 0.2178 | 5.57 | |
| -0.2990 | -5.30 | |
| 0.1008 | 3.32 |
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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