Calamos Nasdaq Autocallable Income ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.67%
decreased by 0.51%
1 Week
11.06%
decreased by 0.12%
1 Month
12.28%
increased by 1.10%
Analysis last updated: Friday, May 22, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 1.77 | |
| 0.0959 | 6.19 | |
| 0.8756 | 56.60 | |
| 0.3783 | 4.74 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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