Calamos Nasdaq 100 Struc ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.58% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 5.16 | |
| 0.1742 | 14.60 | |
| 0.8229 | 85.35 |
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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