Calamos Nasdaq Equity & Income ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.12% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0549 | 4.93 | |
| 0.0847 | 6.99 | |
| 0.8326 | 34.23 |
Estimation Period:
Feb 13, 2024 to Feb 13, 2026
Feb 13, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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