Calamos Nasd 100 ALT ETF DEC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:3.51% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 2.99 | |
| 0.0663 | 10.53 | |
| 0.9827 | 213.03 | |
| 5.0592 | 2.11 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
Other Calamos Nasd 100 ALT ETF DEC Analyses
Other GAS-GARCH Student T Analyses on ETFs