Calamos S&P 500 STR AT - MAR APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.65% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0357 | 6.70 | |
| 0.2292 | 5.33 | |
| 0.7708 | 17.39 | |
| 0.7577 | 4.98 | |
| 0.5000 | 4.78 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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