Calamos S&P 500 ALT ETF DEC MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.69% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.01 | |
| 0.4414 | 62.52 | |
| 0.5000 | 81.21 | |
| 0.0171 | 0.02 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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