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	param	t-stat
$ω$	-0.0421	-15.71
$α$	-0.0203	-3.64
$β$	0.9815	367.75
$γ$	-0.1824	-22.75

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Calamos S&P 500 STR ALT Sept EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.97% (-0.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR ALT Sept Analyses