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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2188	4.03***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.5311	6.28***
γ leverage Additional response to negative shocks	0.1601	2.33**

V-Lab

Calamos Autocallable INM ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Calamos Autocallable INM ETF Analyses