Calamos BTC 80 SR SD A PR JN MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.45% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2140 | 506.01 | |
| 0.8891 | 13,471.24 | |
| -0.2140 | -256.34 | |
| 10.0000 | 23.47 | |
| 0.0000 | 0.00 | |
| 0.9781 | 5,686.44 |
Estimation Period:
Feb 4, 2025 to Feb 6, 2026
Feb 4, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Calamos BTC 80 SR SD A PR JN Analyses
Other MF2-GARCH Analyses on ETFs