Calamos Global Dynamic Incm Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.09% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3515 | 4.34 | |
| 0.1615 | 7.69 | |
| 0.7883 | 34.09 | |
| -0.1517 | -1.65 | |
| 0.2779 | 1.95 | |
| -0.1822 | -1.87 | |
| 0.1646 | 2.13 | |
| -0.2460 | -3.64 | |
| 0.1955 | 4.00 |
Estimation Period:
Jul 26, 2007 to Feb 13, 2026
Jul 26, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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