Calamos Nasdaq 100 Struc ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.70% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 5.66 | |
| 0.0000 | 0.00 | |
| 0.8644 | 75.66 | |
| 0.2711 | 9.71 |
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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