Calamos Nasdaq Autocallable Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.60%
decreased by 0.35%
1 Week
11.92%
decreased by 0.03%
1 Month
12.74%
increased by 0.79%
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 | |
|---|---|---|
| 0.7837 | 13.31 | |
| 0.0896 | 5.17 | |
| 0.9357 | 35.15 | |
| 200.0000 | 0.03 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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