Calamos Laddered S&P 500 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.44% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 4.53 | |
| 0.0980 | 9.60 | |
| 0.9665 | 142.62 | |
| 6.3943 | 1.86 |
Estimation Period:
Sep 9, 2024 to Feb 6, 2026
Sep 9, 2024 to Feb 6, 2026
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