Calamos Nasd 100 ALT ETF DEC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.44% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0012 | 4.16 | |
| 0.0945 | 8.04 | |
| 0.8793 | 54.60 |
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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