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Calamos Conv OPP And Inc FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.83% (-1.59%)
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 Conv OPP And Inc FD S0GARCH
paramt-stat
ω0.55983.86
α0.20709.36
β0.726433.90
γ1-0.4133-3.94
γ20.81365.19
γ3-0.8273-5.91
γ40.69635.09
γ5-0.3441-3.12
γ60.03660.35
γ70.18481.48
γ8-0.3196-2.64
γ90.24063.05
Estimation Period:
Jun 27, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts