Calamos Dynamic Convertible & Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.37% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5733 | 5.25 | |
| 0.2424 | 6.85 | |
| 0.6722 | 19.68 | |
| 0.2068 | 5.11 | |
| -0.2731 | -4.32 | |
| 0.0455 | 0.65 |
Estimation Period:
Mar 27, 2015 to Feb 13, 2026
Mar 27, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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