Calamos SP 500 STR AT PRO FB APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.70% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 6.66 | |
| 0.1108 | 14.57 | |
| 0.8892 | 103.33 | |
| 1.0000 | 2,070.37 | |
| 0.5000 | 9.60 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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