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	param	t-stat
$ω$	1.4379	3.50
$α$	0.1576	2.24
$β$	0.7608	6.23
$γ_{1}$	-0.3357	-0.25

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

Volatility Prediction for Monday, February 9th, 2026:2.32% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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