Calamos S&P 500 STR ALT Sept APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.09% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 3.58 | |
| 0.0674 | 0.04 | |
| 0.9182 | 75.40 | |
| 1.0000 | 0.03 | |
| 1.4499 | 11.63 |
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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