Calamos S&P 500 ALT ETF DEC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:2.85% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4475 | -8.10 | |
| 0.2823 | 12.05 | |
| 0.8441 | 43.91 | |
| -0.2726 | -13.95 |
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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