Calamos Autocallable INM ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.15% (+1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1386 | -4.61 | |
| -0.2017 | -4.25 | |
| 0.6942 | 12.59 | |
| -0.2391 | -6.68 |
Estimation Period:
Jun 25, 2025 to Feb 6, 2026
Jun 25, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Calamos Autocallable INM ETF Analyses
Other EGARCH Analyses on ETFs