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	param	t-stat
$ω$	0.0012	5.31
$α$	0.0000	0.00
$β$	0.8359	46.64
$γ$	0.3282	6.99

V-Lab

Calamos SP 500 STR AT PRO FB GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.39% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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