Calamos S&P 500 STR ALT PRT AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.27% (+15.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -10.23 | |
| 0.6604 | 21.60 | |
| 0.4809 | 35.87 | |
| 0.0690 | 42.80 |
Estimation Period:
Jun 2, 2025 to Feb 6, 2026
Jun 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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