Calamos S&P 500 ALT ETF DEC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.99% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0585 | 5.68 | |
| 0.1564 | 6.19 | |
| 0.9020 | 48.80 | |
| 6.5062 | 1.62 |
Estimation Period:
Dec 2, 2024 to Feb 6, 2026
Dec 2, 2024 to Feb 6, 2026
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