Calamos S&P 500 Strategy ALT PRT AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.15% (+6.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0041 | -8.22 | |
| 0.1116 | 14.85 | |
| 0.8827 | 119.54 | |
| 0.2378 | 16.37 |
Estimation Period:
Aug 1, 2024 to Feb 6, 2026
Aug 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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