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	param	t-stat
$ω$	0.0006	3.61
$α$	0.0000	0.00
$β$	0.9052	65.38
$γ$	0.1834	7.11

V-Lab

Calamos S&P 500 STR ALT Sept GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:2.04% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR ALT Sept Analyses