Calamos Global Total Return Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.85% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0561 | 12.50 | |
| 0.1473 | 24.68 | |
| 0.8134 | 121.99 | |
| 0.4099 | 15.88 |
Estimation Period:
Oct 27, 2005 to Feb 13, 2026
Oct 27, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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