Calamos S&P 500 STR ALT PRT GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.82% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 9.97 | |
| 0.2766 | 6.55 | |
| 0.1007 | 1.65 |
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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