Calamos RS 2000 ST AL PR JLY Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.13% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4110 | 5.61 | |
| 0.1623 | 1.74 | |
| 0.0000 | 0.00 | |
| 12.5594 | 4.13 | |
| -24.0475 | -5.05 | |
| 19.2188 | 4.74 |
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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