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V-Lab

Calamos Convertible and High Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.94% (-1.64%)
Analysis last updated: Thursday, February 12, 2026 at 10:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Calamos Convertible and High Income Fund SGARCH
paramt-stat
ω0.65204.59
α0.20459.81
β0.732426.68
γ1-0.1361-0.82
γ20.55822.27
γ3-1.1029-6.07
γ41.11785.96
γ5-0.5106-2.82
γ60.04650.22
γ70.02190.09
γ80.15620.70
γ9-0.4668-2.26
γ100.62152.47
Estimation Period:
May 29, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts