Calamos Global Dynamic Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.33% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0451 | 21.35 | |
| 0.0538 | 6.66 | |
| 0.8487 | 239.94 | |
| 0.1450 | 10.66 |
Estimation Period:
Jul 26, 2007 to Feb 6, 2026
Jul 26, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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