Calamos Nasdaq Autocallable Income ETF APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, May 26th, 2026
1 Day
10.80%
decreased by 0.27%
1 Week
11.05%
decreased by 0.02%
1 Month
11.99%
increased by 0.92%
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 | |
|---|---|---|
| 0.0104 | 0.95 | |
| 0.0377 | 0.00 | |
| 0.9357 | 43.69 | |
| 1.0000 | 0.00 | |
| 1.8455 | 5.49 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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