Calamos CEF Incm & Arbitrage Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.32% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8597 | 4.94 | |
| 0.3776 | 2.25 | |
| 0.3384 | 1.89 | |
| -0.3843 | -1.16 |
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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