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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.9971 | 0.02 | |
| 0.0058 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0254 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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