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{type} for {date}

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	param	t-stat
$ω$	0.7986	4.90
$α$	0.0960	4.19
$β$	0.8035	17.24
$γ_{1}$	-0.1020	-0.32
$γ_{2}$	0.7038	1.55
$γ_{3}$	-1.5293	-4.70
$γ_{4}$	1.3712	4.20
$γ_{5}$	-0.7273	-2.23
$γ_{6}$	0.6544	2.18
$γ_{7}$	-0.4985	-1.68
$γ_{8}$	0.1389	0.54

V-Lab

Calamos Asset Management Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos Asset Management Inc Analyses