Calamos BIT S A P ETF - July MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.53% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.2505 | 7.68 | |
| 0.8617 | 39.32 | |
| -0.2505 | -9.11 | |
| 0.0551 | 0.02 | |
| 0.8087 | 0.02 | |
| 0.0000 | 0.00 |
Estimation Period:
Jul 8, 2025 to Feb 6, 2026
Jul 8, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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