Calamos S&P 500 Stru ETF JAN GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.49% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0477 | 3.89 | |
| 0.0837 | 18.03 | |
| 0.9856 | 297.39 | |
| 4.5337 | 4.75 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
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