Calamos S&P 500 Strategy ALT PRT Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.95% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9837 | 3.17 | |
| 0.0000 | 0.00 | |
| 0.9211 | 3.10 | |
| 2.4283 | 0.16 | |
| 32.2747 | 1.31 | |
| -85.9097 | -4.21 | |
| 68.4518 | 4.29 | |
| -9.3430 | -0.68 | |
| -9.8834 | -0.98 |
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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