Calamos Nasdaq Autocallable Income ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
9.98%
decreased by 0.30%
1 Week
10.27%
decreased by 0.01%
1 Month
9.02%
decreased by 1.26%
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 | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.6794 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 20, 2025 to Jun 12, 2026
Nov 20, 2025 to Jun 12, 2026
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