Calamos Global Total Return Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.86% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0979 | 11.83 | |
| 0.0703 | 7.11 | |
| 0.8033 | 174.38 | |
| 0.1426 | 6.93 |
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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