Calamos S&P 500 Strategy ALT PRT GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.81% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0008 | 4.69 | |
| 0.1143 | 9.01 | |
| 0.8753 | 77.57 |
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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