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	param	t-stat
$ω$	0.0011	3.35
$α$	0.0000	0.00
$β$	0.8346	31.95
$γ$	0.3086	5.74

V-Lab

Calamos Nasdaq-100 STR - MAR GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 26th, 2026:1.78% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos Nasdaq-100 STR - MAR Analyses