Calamos Laddered S&P 500 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.89% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8575 | 3.03 | |
| 0.0619 | 0.97 | |
| 0.4465 | 0.51 | |
| 12.1352 | 0.57 | |
| 9.5927 | 0.31 | |
| -71.6967 | -2.96 | |
| 83.9007 | 4.07 | |
| -46.3847 | -3.11 | |
| 17.9994 | 1.83 |
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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