Calamos S&P 500 Structured Alt Protection ETF - May GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.67% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0988 | 4.83 | |
| 0.2138 | 24.93 | |
| 0.9884 | 505.58 | |
| 5.5161 | 5.84 |
Estimation Period:
May 1, 2024 to Feb 6, 2026
May 1, 2024 to Feb 6, 2026
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