Calamos Bitcoin 80 S S A ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.95% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 96 | ||
| 0.0778 | 1.68 | |
| 0.9611 | 45.79 | |
| -0.0778 | -1.29 | |
| 10.0000 | 0.20 | |
| 0.0000 | 0.00 | |
| 0.9479 | 7.42 |
Estimation Period:
Apr 7, 2025 to Jan 23, 2026
Apr 7, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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