Calamos RUS 2000 STR ETF JAN GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.75% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 4.69 | |
| 0.0094 | 1.53 | |
| 0.8556 | 44.80 | |
| 0.1507 | 3.01 |
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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