Calamos RUS 2000 ST A PR ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.56% (+4.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0038 | -9.50 | |
| 0.0783 | 18.92 | |
| 0.9243 | 287.95 | |
| 0.2463 | 17.80 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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