Calamos S&P 500 STR ALT Sept GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.50% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 3.31 | |
| 0.0760 | 17.24 | |
| 0.9827 | 217.12 | |
| 4.2229 | 4.71 |
Estimation Period:
Sep 3, 2024 to Feb 6, 2026
Sep 3, 2024 to Feb 6, 2026
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