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	param	t-stat
$ω$	0.8874	4.71
$α$	0.0684	1.08
$β$	0.0000	0.00
$γ_{1}$	-0.2653	-0.02
$γ_{2}$	34.5464	1.27
$γ_{3}$	-84.7765	-3.95
$γ_{4}$	67.3111	3.96
$γ_{5}$	-9.8700	-0.61
$γ_{6}$	-4.5809	-0.17

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:2.03% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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