Calamos Lng/Sh EQ & DYN Incm GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.57% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 10.40 | |
| 0.1418 | 10.39 | |
| 0.8290 | 106.80 | |
| 0.0454 | 2.53 |
Estimation Period:
Nov 26, 2019 to Feb 6, 2026
Nov 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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