Calamos S&P 500 ALT ETF DEC APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.98% (+1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 5.76 | |
| 0.1536 | 13.37 | |
| 0.7814 | 43.82 | |
| 0.9206 | 24.08 | |
| 0.5000 | 7.69 |
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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