Calamos RUS 2000 ST A PR ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.52% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0566 | -6.16 | |
| 0.1024 | 10.96 | |
| 0.9763 | 157.08 | |
| -0.2265 | -13.92 |
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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