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V-Lab

Calamos Global Total Return Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.24% (-1.21%)
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 SGARCH
paramt-stat
ω1.56331.89
α0.17647.81
β0.751829.22
γ10.58741.68
γ2-1.0075-2.16
γ30.62893.00
γ4-0.2302-1.48
γ50.07140.47
γ6-0.0850-0.53
γ70.06510.38
γ8-0.1658-0.88
γ90.28971.14
Estimation Period:
Oct 27, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts