Calamos Nasdaq Autocallable Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
12.77%
decreased by 0.28%
1 Week
13.10%
increased by 0.05%
1 Month
13.95%
increased by 0.90%
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 | |
|---|---|---|
| 0.9366 | 2.11 | |
| 0.0718 | 1.13 | |
| 0.8666 | 5.24 | |
| -0.8619 | -0.22 |
Estimation Period:
Nov 20, 2025 to May 22, 2026
Nov 20, 2025 to May 22, 2026
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