Calamos Convertible and High Income Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.83% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6658 | 4.64 | |
| 0.2039 | 9.83 | |
| 0.7334 | 26.94 | |
| -0.1088 | -0.65 | |
| 0.5115 | 2.06 | |
| -1.0641 | -5.83 | |
| 1.0801 | 5.75 | |
| -0.4777 | -2.65 | |
| 0.0195 | 0.09 | |
| 0.0501 | 0.20 | |
| 0.1126 | 0.52 | |
| -0.3778 | -2.11 | |
| 0.3885 | 3.05 |
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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