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	param	t-stat
$m$	21
$α$	0.0000	0.04
$β$	0.2716	38.35
$γ$	0.4572	44.93
$λ_{1}$	0.0159	0.26
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0732	0.02

V-Lab

Calamos S&P 500 STR ALT Sept MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.86% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR ALT Sept Analyses