Calamos RUS 2000 ST A PR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.96% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6724 | 5.46 | |
| 0.0812 | 1.16 | |
| 0.7057 | 3.70 | |
| 2.1753 | 3.92 |
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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