Calamos Nasd 100 ALT ETF DEC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.34% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0688 | -0.07 | |
| -0.1050 | -0.06 | |
| 0.9728 | 79.61 | |
| -0.1791 | -2.47 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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