Calamos Nasdaq 100 Struc ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.88% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0752 | 3.88 | |
| 0.1386 | 16.27 | |
| 0.9796 | 262.27 | |
| 4.9710 | 4.72 |
Estimation Period:
Jun 3, 2024 to Feb 6, 2026
Jun 3, 2024 to Feb 6, 2026
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