Calamos RUS 2000 ST A PR ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.05% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2280 | 5.50 | |
| 0.1177 | 15.62 | |
| 0.9984 | 1,795.71 | |
| 5.4592 | 4.56 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
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