Calamos Nasdaq-100 STR - MAR Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:1.76% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9650 | 4.08 | |
| 0.2112 | 2.29 | |
| 0.4925 | 3.22 | |
| 3.8773 | 2.22 |
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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