Calamos RS 2000 ST AL PR JLY GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.47% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 2.87 | |
| 0.0184 | 3.05 | |
| 0.9230 | 181.40 | |
| 0.1173 | 5.41 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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