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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5565	4.30***
α ARCH Response to squared shocks	0.0245	0.46
β GARCH Volatility persistence	0.6751	1.13
ν DF Student-t tail thickness	7.2847	0.05

V-Lab

Calamos Autocallable INM ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Calamos Autocallable INM ETF Analyses