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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0027	1.39
α ARCH Response to squared shocks	0.0938	8.15***
β GARCH Volatility persistence	0.8436	45.12***
γ leverage Additional response to negative shocks	0.0686	1.15
δ power Transformation power	1.3217	5.14***

V-Lab

Calamos S&P 500 ST AL PR ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Calamos S&P 500 ST AL PR ETF Analyses