Calamos S&P 500 Stru ETF JAN GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.39% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 3.97 | |
| 0.1314 | 7.09 | |
| 0.8328 | 41.81 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Calamos S&P 500 Stru ETF JAN Analyses
Other GARCH Analyses on ETFs