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	param	t-stat
$ω$	0.0014	13.58
$α$	0.0596	3.68
$β$	0.7591	112.61
$γ$	0.3625	3.38

V-Lab

Calamos S&P 500 Structured Alt Protection ETF - May GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.48% (+0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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