Calamos SP 500 STR AT PRO FB MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.49% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.04 | |
| 0.8901 | 1,682.60 | |
| 0.2195 | 379.08 | |
| 0.8658 | 3.20 | |
| 0.2568 | 2.17 | |
| 0.7432 | 8.22 |
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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