Calamos S&P 500 STR ALT Sept AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.47% (+2.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0055 | -8.47 | |
| 0.0411 | 17.44 | |
| 0.9312 | 233.72 | |
| 0.4195 | 36.51 |
Estimation Period:
Sep 3, 2024 to Feb 6, 2026
Sep 3, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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