Calamos BTC ST ALT P Etf-Jan GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.82% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 1.02 | |
| 0.0424 | 0.81 | |
| 0.9788 | 81.53 | |
| -0.0424 | -0.70 |
Estimation Period:
Jan 22, 2025 to Feb 6, 2026
Jan 22, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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