Calamos Nasdaq Equity & Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:10.91% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 6.17 | |
| 0.0501 | 2.09 | |
| 0.8101 | 33.71 | |
| 0.0922 | 1.84 |
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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