Calamos Lng/Sh EQ & DYN Incm MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.25% (+1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.2400 | 18.37 | |
| 0.4298 | 32.92 | |
| 0.0772 | 4.29 | |
| 0.0694 | 4.17 | |
| 0.8916 | 30.71 | |
| 0.0000 | 0.00 |
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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