Calamos S&P 500 STR AT - MAR GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.58% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1342 | 5.91 | |
| 0.1476 | 23.34 | |
| 0.9884 | 586.60 | |
| 2.9645 | 23.33 |
Estimation Period:
Mar 3, 2025 to Feb 6, 2026
Mar 3, 2025 to Feb 6, 2026
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