Calamos Lng/Sh EQ & DYN Incm Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.99% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7005 | 3.33 | |
| 0.1929 | 4.49 | |
| 0.6754 | 9.15 | |
| -3.8127 | -5.58 | |
| 6.3013 | 5.76 | |
| -4.1693 | -4.93 | |
| 2.2834 | 3.12 | |
| -0.7053 | -1.13 | |
| 0.2856 | 0.66 |
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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