Calamos S&P 500 Strategy ALT PRT GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.71% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0749 | 4.52 | |
| 0.0927 | 22.52 | |
| 0.9891 | 560.39 | |
| 4.2156 | 7.15 |
Estimation Period:
Aug 1, 2024 to Feb 6, 2026
Aug 1, 2024 to Feb 6, 2026
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