Calamos Laddered S&P 500 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.25% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8556 | 3.04 | |
| 0.0654 | 1.00 | |
| 0.4183 | 0.49 | |
| 11.8191 | 0.56 | |
| 10.3146 | 0.33 | |
| -73.0165 | -2.99 | |
| 86.7210 | 4.10 | |
| -52.5428 | -3.03 | |
| 34.0420 | 1.53 |
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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