Calamos SP 500 STR AT PR JUL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.57% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7562 | 2.30 | |
| 0.0000 | 0.00 | |
| 0.9015 | 3.39 | |
| -16.5831 | -1.71 | |
| 44.7135 | 3.29 | |
| -70.8660 | -6.63 | |
| 74.2675 | 7.00 | |
| -46.3391 | -2.97 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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