Calamos S&P 500 ST AL PR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.02% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0055 | 37.35 | |
| 0.0466 | 314.69 | |
| 0.0063 | 1.73 |
Estimation Period:
Apr 1, 2025 to Feb 6, 2026
Apr 1, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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