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	param	t-stat
$ω$	-0.0802	-0.46
$α$	-0.1188	-0.27
$β$	0.9694	959.76
$γ$	-0.2336	-0.13

V-Lab

Calamos S&P 500 Stru ETF JAN EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.50% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 Stru ETF JAN Analyses