Calamos Global Total Return Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.32% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8558 | 10.94 | |
| 0.1306 | 31.86 | |
| 0.9645 | 286.38 | |
| 6.0400 | 8.59 |
Estimation Period:
Oct 27, 2005 to Feb 6, 2026
Oct 27, 2005 to Feb 6, 2026
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