Calamos Nasdaq 100 Struc ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.93% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1405 | 2.35 | |
| 0.1627 | 3.29 | |
| 0.8162 | 15.56 | |
| -0.5680 | -0.61 |
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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