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	param	t-stat
$ω$	0.8640	4.39
$α$	0.1840	1.95
$β$	0.4863	2.01
$γ_{1}$	-5.8694	-2.73
$γ_{2}$	8.2252	3.03

V-Lab

Calamos S&P 500 ALT ETF DEC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.39% (+0.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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