Calamos Convertible and High Income Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.76% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0102 | 1.78 | |
| 0.6741 | 44.13 | |
| 0.3565 | 32.59 | |
| 0.0162 | 2.92 | |
| 0.0623 | 4.29 | |
| 0.9280 | 54.74 |
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
Other MF2-GARCH Analyses on Closed-end Funds