Calamos S&P 500 STR ALT PRT APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.17% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0536 | 4.51 | |
| 0.2185 | 8.02 | |
| 0.7393 | 23.00 | |
| 1.0000 | 1,675.03 | |
| 0.5000 | 7.26 |
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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