Calamos BTC 80 SR SD A PR JN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:43.86% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0144 | 0.67 | |
| 0.0000 | 0.00 | |
| 0.9767 | 117.06 | |
| 0.0465 | 1.92 |
Estimation Period:
Feb 4, 2025 to Feb 13, 2026
Feb 4, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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