Calamos CEF Incm & Arbitrage AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.54% (+8.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0839 | 13.88 | |
| 0.3192 | 8.34 | |
| 0.4612 | 13.21 | |
| 0.1803 | 10.06 |
Estimation Period:
Jan 16, 2024 to Feb 6, 2026
Jan 16, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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