Calamos Nasdaq 100 Struc ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.45% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.02 | |
| 0.6383 | 157.76 | |
| 0.5000 | 59.56 | |
| 0.0019 | 2.77 | |
| 0.0337 | 2.99 | |
| 0.8630 | 50.01 |
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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