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	param	t-stat
$ω$	1.8671	3.81
$α$	0.0000	0.00
$β$	0.9791	11.02
$γ_{1}$	17.3960	0.75
$γ_{2}$	-19.6653	-0.67

V-Lab

Calamos S&P 500 STR AT - MAR Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.98% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR AT - MAR Analyses