Calamos Nasdaq 100 Struc ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.76% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0353 | -4.23 | |
| 0.1897 | 10.05 | |
| 0.9783 | 259.69 | |
| -0.1987 | -18.36 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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