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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0354	4.86***
α ARCH Response to squared shocks	0.1048	11.95***
β GARCH Volatility persistence	0.9722	175.12***
ν DF Student-t tail thickness	6.4161	2.51**

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Calamos S&P 500 Stru ETF JAN GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Calamos S&P 500 Stru ETF JAN Analyses