Calamos S&P 500 ALT ETF DEC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.14% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0878 | 5.41 | |
| 0.1833 | 2.10 | |
| 0.5354 | 2.19 | |
| -1.7160 | -1.73 |
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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