Calamos Strat Total Retrn FD AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.32% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 1.73 | |
| 0.1338 | 29.66 | |
| 0.8281 | 189.75 | |
| 0.6566 | 19.23 |
Estimation Period:
Apr 1, 2004 to Feb 6, 2026
Apr 1, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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