Calamos S&P 500 Stru ETF JAN AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.84% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -13.04 | |
| 0.0447 | 15.29 | |
| 0.9378 | 316.07 | |
| 0.4089 | 39.78 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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