Calamos Nasdaq-100 STR - MAR AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.19% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -4.19 | |
| 0.0961 | 9.73 | |
| 0.8734 | 81.82 | |
| 0.1965 | 9.55 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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