Calamos Strat Total Retrn FD APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.86% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 32.25 | |
| 0.1141 | 21.62 | |
| 0.8745 | 210.26 | |
| 0.7612 | 14.27 | |
| 1.1469 | 40.00 |
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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