Calamos RS 2000 ST AL PR JLY MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.99% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0298 | 4.92 | |
| 0.2105 | 18.88 | |
| 0.4014 | 31.82 | |
| 0.0004 | 0.76 | |
| 0.0268 | 3.14 | |
| 0.9000 | 45.75 |
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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