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{type} for {date}

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	param	t-stat
$ω$	0.7579	2.35
$α$	0.0000	0.00
$β$	0.9014	3.48
$γ_{1}$	-18.5675	-1.06
$γ_{2}$	23.4652	0.93
$γ_{3}$	31.4109	1.66
$γ_{4}$	-111.6360	-5.51
$γ_{5}$	120.6143	6.41
$γ_{6}$	-48.2272	-3.30
$γ_{7}$	2.6771	0.28

V-Lab

Calamos SP 500 STR AT PR JUL Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.80% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos SP 500 STR AT PR JUL Analyses