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	param	t-stat
$m$	26
$α$	0.5640	501.31
$β$	0.1844	1,418.68
$γ$	0.5000	215.89
$λ_{1}$	10.0000	36.18
$λ_{2}$	1.0000	14.99
$λ_{3}$	0.0000	0.00

V-Lab

Calamos S&P 500 STR AT - MAR MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:3.52% (-1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR AT - MAR Analyses