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	param	t-stat
$ω$	-0.2249	-1.52
$α$	0.0139	1.11
$β$	0.9403	16.71
$γ$	-0.3017	-17.66

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Calamos S&P 500 STR ALT PRT EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:1.56% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 STR ALT PRT Analyses