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	param	t-stat
$ω$	1.6284	1.54
$α$	0.2839	5.74
$β$	0.6904	15.08
$γ_{1}$	0.4875	2.40

V-Lab

Calamos S&P 500 Structured Alt Protection ETF - May Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.67% (+0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 Structured Alt Protection ETF - May Analyses