Calamos Strat Total Retrn FD Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.36% (+3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2719 | 4.33 | |
| 0.1832 | 8.25 | |
| 0.7627 | 32.66 | |
| 0.3891 | 4.84 | |
| -0.6590 | -5.31 | |
| 0.4513 | 3.97 | |
| -0.3127 | -2.30 | |
| 0.2630 | 2.10 | |
| -0.2363 | -2.52 | |
| 0.1494 | 1.31 |
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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