Calamos RUS 2000 STR ETF JAN APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.58% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0231 | 5.73 | |
| 0.0884 | 14.61 | |
| 0.9027 | 110.30 | |
| 1.0000 | 345.78 | |
| 0.6510 | 7.35 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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