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V-Lab

Calamos Nasdaq Autocallable Income ETF GJR-GARCH 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

10.68%

decreased by 0.25%

1 Week

10.93%

unchanged at 0.00%

1 Month

11.90%

increased by 0.97%

Analysis last updated: Friday, May 22, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

All

graph of Calamos Nasdaq Autocallable Income ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time