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Calamos Global Total Return Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.63% (-1.24%)
Analysis last updated: Thursday, February 12, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calamos Global Total Return Fund S0GARCH
paramt-stat
ω1.55021.87
α0.17587.80
β0.752429.18
γ10.57201.62
γ2-0.9796-2.08
γ30.60492.87
γ4-0.2086-1.34
γ50.05050.34
γ6-0.0612-0.39
γ70.03250.21
γ8-0.1111-0.74
γ90.17291.61
Estimation Period:
Oct 27, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts