Calamos S&P 500 Structured Alt Protection ETF - May EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.16% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0723 | -4.52 | |
| 0.3223 | 19.37 | |
| 0.9689 | 391.00 | |
| -0.2330 | -10.86 |
Estimation Period:
May 1, 2024 to Feb 13, 2026
May 1, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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