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Calamos Convertible and High Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.83% (-1.09%)
Analysis last updated: Wednesday, February 18, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calamos Convertible and High Income Fund S0GARCH
paramt-stat
ω0.66584.64
α0.20399.83
β0.733426.94
γ1-0.1088-0.65
γ20.51152.06
γ3-1.0641-5.83
γ41.08015.75
γ5-0.4777-2.65
γ60.01950.09
γ70.05010.20
γ80.11260.52
γ9-0.3778-2.11
γ100.38853.05
Estimation Period:
May 29, 2003 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts