Calamos CEF Incm & Arbitrage GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.79% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3758 | 18.47 | |
| 0.2442 | 10.30 | |
| 0.7787 | 43.36 | |
| 9.6477 | 1.74 |
Estimation Period:
Jan 16, 2024 to Feb 13, 2026
Jan 16, 2024 to Feb 13, 2026
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