Calamos Nasd 100 ALT ETF DEC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.20% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7778 | 4.78 | |
| 0.0963 | 1.14 | |
| 0.0000 | 0.00 | |
| -10.3735 | -3.17 | |
| 19.8401 | 3.30 |
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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