Calamos Nasdaq 100 Struc ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.84% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8093 | 1.20 | |
| 0.0000 | 0.00 | |
| 0.9987 | 1.14 | |
| -22.7179 | -0.07 | |
| 15.7240 | 0.11 | |
| 53.5571 | 0.67 | |
| -126.5058 | -2.76 | |
| 132.8220 | 4.71 | |
| -65.8717 | -2.62 | |
| 17.0518 | 1.10 |
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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