Calamos Global Total Return Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.24% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5633 | 1.89 | |
| 0.1764 | 7.81 | |
| 0.7518 | 29.22 | |
| 0.5874 | 1.68 | |
| -1.0075 | -2.16 | |
| 0.6289 | 3.00 | |
| -0.2302 | -1.48 | |
| 0.0714 | 0.47 | |
| -0.0850 | -0.53 | |
| 0.0651 | 0.38 | |
| -0.1658 | -0.88 | |
| 0.2897 | 1.14 |
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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