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	param	t-stat
$ω$	0.0009	5.74
$α$	0.0000	0.00
$β$	0.8883	86.21
$γ$	0.2233	9.16

V-Lab

Calamos S&P 500 Strategy ALT PRT GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.28% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 Strategy ALT PRT Analyses