Calamos Convertible and High Income Fund EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.41% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 7.46 | |
| 0.2805 | 40.07 | |
| 0.9571 | 488.09 | |
| -0.1159 | -19.33 |
Estimation Period:
May 29, 2003 to Feb 6, 2026
May 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Calamos Convertible and High Income Fund Analyses
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