Calamos Laddered S&P 500 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.81% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0473 | -9.03 | |
| 0.0226 | 2.69 | |
| 0.9805 | 150.40 | |
| -0.1838 | -19.86 |
Estimation Period:
Sep 9, 2024 to Feb 6, 2026
Sep 9, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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