Calamos SP 500 STR AT PR JUL GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.14% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0737 | 5.87 | |
| 0.0856 | 24.52 | |
| 0.9930 | 923.73 | |
| 4.3358 | 9.35 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
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