Calamos Strat Total Retrn FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.08% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0440 | 21.73 | |
| 0.0138 | 3.31 | |
| 0.8491 | 273.73 | |
| 0.2212 | 23.14 |
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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