Calamos Nasdaq Autocallable Income ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.99%
decreased by 0.33%
1 Week
12.28%
decreased by 0.04%
1 Month
13.05%
increased by 0.73%
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 | |
|---|---|---|
| 0.0456 | 3.61 | |
| 0.0814 | 6.45 | |
| 0.8642 | 43.80 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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