Calamos S&P 500 Strategy ALT PRT APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.49% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 5.98 | |
| 0.0970 | 0.59 | |
| 0.9030 | 85.98 | |
| 1.0000 | 0.38 | |
| 1.2804 | 16.36 |
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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