Calamos NAS 100 Stru ALT PRT APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.12% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 3.24 | |
| 0.0758 | 0.04 | |
| 0.9076 | 98.02 | |
| 1.0000 | 0.03 | |
| 1.5030 | 10.75 |
Estimation Period:
Sep 3, 2024 to Feb 6, 2026
Sep 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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