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	param	t-stat
$ω$	0.0084	9.23
$α$	0.0000	0.00
$β$	0.6415	27.82
$γ$	0.5263	7.08

V-Lab

Calamos S&P 500 ALT ETF DEC GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:3.03% (-0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 ALT ETF DEC Analyses