Calamos SP 500 STR AT PRO FB GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.80% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 3.66 | |
| 0.1508 | 7.42 | |
| 0.9666 | 131.85 | |
| 6.8909 | 1.67 |
Estimation Period:
Feb 3, 2025 to Feb 6, 2026
Feb 3, 2025 to Feb 6, 2026
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