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	param	t-stat
$ω$	1.3969	1.63
$α$	0.2908	5.70
$β$	0.6845	14.30
$γ_{1}$	-0.2967	-0.30

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

Volatility Prediction for Tuesday, February 10th, 2026:1.39% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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