Calamos S&P 500 Structured Alt Protection ETF - May Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.99% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0250 | 4.88 | |
| 0.2664 | 17.78 | |
| 0.7124 | 52.22 | |
| 0.0114 | 0.13 | |
| 0.5370 | 8.83 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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