Calamos Nasdaq Autocallable Income ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
12.34%
decreased by 0.42%
1 Week
12.54%
decreased by 0.22%
1 Month
13.04%
increased by 0.28%
Analysis last updated: Friday, June 12, 2026 at 11:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7578 | 15.69 | |
| 0.0762 | 5.40 | |
| 0.9330 | 39.22 | |
| 200.0000 | 0.03 |
Estimation Period:
Nov 20, 2025 to Jun 12, 2026
Nov 20, 2025 to Jun 12, 2026
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