Calamos S&P 500 ALT ETF DEC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.39% (+4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 2.07 | |
| 0.1600 | 12.48 | |
| 0.7204 | 29.99 | |
| 0.1866 | 10.70 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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