Calamos Convertible and High Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.94% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6520 | 4.59 | |
| 0.2045 | 9.81 | |
| 0.7324 | 26.68 | |
| -0.1361 | -0.82 | |
| 0.5582 | 2.27 | |
| -1.1029 | -6.07 | |
| 1.1178 | 5.96 | |
| -0.5106 | -2.82 | |
| 0.0465 | 0.22 | |
| 0.0219 | 0.09 | |
| 0.1562 | 0.70 | |
| -0.4668 | -2.26 | |
| 0.6215 | 2.47 |
Estimation Period:
May 29, 2003 to Feb 6, 2026
May 29, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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