Calamos Nasdaq-100 STR - MAR GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:1.81% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 3.78 | |
| 0.1447 | 6.84 | |
| 0.7977 | 26.50 |
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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