Calamos S&P 500 STR ALT PRT Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.65% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2868 | 4.22 | |
| 0.2520 | 1.68 | |
| 0.0827 | 0.24 | |
| 1.1811 | 0.31 |
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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