Calamos RUS 2000 STR ETF JAN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.90% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0889 | 3.78 | |
| 0.0783 | 3.95 | |
| 0.9504 | 92.33 | |
| 5.8945 | 1.34 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
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