Calamos Convertible and High Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.67% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 24.52 | |
| 0.0685 | 12.94 | |
| 0.8156 | 210.43 | |
| 0.1935 | 17.15 |
Estimation Period:
May 29, 2003 to Feb 13, 2026
May 29, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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