Calamos Nasdaq-100 STR - MAR APARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:1.66% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 5.40 | |
| 0.1402 | 11.31 | |
| 0.8598 | 40.14 | |
| 1.0000 | 21.32 | |
| 0.9268 | 8.10 |
Estimation Period:
Mar 3, 2025 to Jan 23, 2026
Mar 3, 2025 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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