Calamos SP 500 STR AT PRO FB Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:2.56% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 8.41 | |
| 1.0927 | 3.11 | |
| 0.2645 | 8.91 | |
| -0.7142 | -1.91 |
Estimation Period:
Feb 3, 2025 to Feb 13, 2026
Feb 3, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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