Calamos Global Total Return Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.63% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5502 | 1.87 | |
| 0.1758 | 7.80 | |
| 0.7524 | 29.18 | |
| 0.5720 | 1.62 | |
| -0.9796 | -2.08 | |
| 0.6049 | 2.87 | |
| -0.2086 | -1.34 | |
| 0.0505 | 0.34 | |
| -0.0612 | -0.39 | |
| 0.0325 | 0.21 | |
| -0.1111 | -0.74 | |
| 0.1729 | 1.61 |
Estimation Period:
Oct 27, 2005 to Feb 6, 2026
Oct 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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