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	param	t-stat
$ω$	0.0005	3.21
$α$	0.0000	0.00
$β$	0.9155	86.46
$γ$	0.1690	7.68

V-Lab

Calamos SP 500 STR AT PR JUL GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.78% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos SP 500 STR AT PR JUL Analyses