Calamos Nasd 100 ALT ETF DEC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.27% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 2.27 | |
| 0.0000 | 0.00 | |
| 0.9160 | 72.64 | |
| 0.1410 | 4.61 |
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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