Calamos RUS 2000 ST A PR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.56% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2997 | 3.43 | |
| 0.0747 | 1.03 | |
| 0.7138 | 3.66 | |
| -1.7184 | -0.65 |
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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