Calamos S&P 500 STR ALT PRT MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:-0.00% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0332 | 178.74 | |
| 0.2935 | 22.30 | |
| 0.6254 | 18.06 |
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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