Calamos Nasdaq-100 STR - MAR EGARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:1.78% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.1256 | -6.10 | |
| 0.0905 | 3.54 | |
| 0.9573 | 60.39 | |
| -0.2392 | -14.52 |
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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