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	param	t-stat
$ω$	0.9753	3.55
$α$	0.0376	0.59
$β$	0.0000	0.00
$γ_{1}$	28.3551	1.00
$γ_{2}$	-44.9801	-1.13
$γ_{3}$	71.5149	2.34
$γ_{4}$	-153.8669	-4.07
$γ_{5}$	131.1302	3.30
$γ_{6}$	16.8347	0.48
$γ_{7}$	-87.6545	-2.82
$γ_{8}$	69.5566	1.81

V-Lab

Calamos NAS 100 Stru ALT PRT Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.08% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos NAS 100 Stru ALT PRT Analyses