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V-Lab

Calamos Nasdaq Autocallable Income ETF MF2-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

2.59%

decreased by 0.03%

1 Week

40,713.96%

increased by 40,711.34%

1 Month

29,854,489,109,679,970,000,000.00%

increased by 29,854,489,109,679,970,000,000.00%

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 MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time