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	param	t-stat
$ω$	0.6772	3.36
$α$	0.0316	0.57
$β$	0.0000	0.00
$γ_{1}$	-8.6465	-0.34
$γ_{2}$	42.8791	1.17
$γ_{3}$	-93.0775	-4.15
$γ_{4}$	90.3181	4.73
$γ_{5}$	-30.0885	-1.73
$γ_{6}$	-5.1568	-0.19

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:2.21% (+0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR ALT Sept Analyses