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	param	t-stat
$ω$	0.0007	4.58
$α$	0.0000	0.00
$β$	0.9269	40.07
$γ$	0.0556	0.74

V-Lab

Calamos S&P 500 STR AT - MAR GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.86% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR AT - MAR Analyses