Calamos CEF Incm & Arbitrage GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.02% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0966 | 13.05 | |
| 0.1257 | 5.35 | |
| 0.4475 | 13.62 | |
| 0.3640 | 3.00 |
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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