Calamos Nasdaq Autocallable Income ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
7.01%
increased by 0.25%
1 Week
7.45%
increased by 0.69%
1 Month
9.23%
increased by 2.47%
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 | |
|---|---|---|
| 0.0147 | 0.83 | |
| -0.2561 | -0.14 | |
| 0.9718 | 1,223.97 | |
| -0.1165 | -0.11 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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