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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 Monday, June 15th, 2026

1 Day

13.20%

decreased by 0.32%

1 Week

13.38%

decreased by 0.14%

1 Month

14.07%

increased by 0.55%

Analysis last updated: Friday, June 12, 2026 at 11:06 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