Calamos RUS 2000 STR ETF JAN MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.95% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.03 | |
| 0.0000 | 0.02 | |
| 0.5000 | 15.93 | |
| 0.0200 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Calamos RUS 2000 STR ETF JAN Analyses
Other MF2-GARCH Analyses on ETFs