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	param	t-stat
$ω$	0.0005	7.06
$α$	0.0000	0.00
$β$	0.8979	87.81
$γ$	0.2043	9.11

V-Lab

Calamos NAS 100 Stru ALT PRT GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.92% (-0.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos NAS 100 Stru ALT PRT Analyses