Calamos Nasdaq-100 STR - MAR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.84% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1061 | 5.06 | |
| 0.2437 | 13.51 | |
| 0.9851 | 344.67 | |
| 6.5656 | 3.30 |
Estimation Period:
Mar 3, 2025 to Feb 13, 2026
Mar 3, 2025 to Feb 13, 2026
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