Calamos Nasd 100 ALT ETF DEC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.03% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.01 | |
| 0.4964 | 67.95 | |
| 0.4794 | 63.94 | |
| 0.0043 | 3.18 | |
| 1.0000 | 6.39 | |
| 0.0000 | 0.00 |
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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