Calamos S&P 500 ALT ETF DEC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.02% (+0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0076 | 6.68 | |
| 0.2238 | 12.57 | |
| 0.6568 | 21.45 |
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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