Calamos Global Total Return Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.19% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0408 | 8.42 | |
| 0.6580 | 57.88 | |
| 0.2475 | 29.45 | |
| 0.0519 | 3.10 | |
| 0.1041 | 4.09 | |
| 0.8656 | 24.90 |
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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