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	param	t-stat
$ω$	0.0019	4.28
$α$	0.0731	0.29
$β$	0.9269	66.44
$γ$	1.0000	0.19
$δ$	1.2804	8.98

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Calamos SP 500 STR AT PR JUL APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:1.91% (-0.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos SP 500 STR AT PR JUL Analyses