Calamos RUS 2000 ST A PR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.74% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 2.85 | |
| 0.0000 | 0.00 | |
| 0.8926 | 76.94 | |
| 0.2148 | 4.27 |
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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