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	param	t-stat
$ω$	0.0010	3.17
$α$	0.0000	0.00
$β$	0.8805	70.09
$γ$	0.2254	5.18

V-Lab

Calamos S&P 500 Stru ETF JAN GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:2.22% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Calamos S&P 500 Stru ETF JAN Analyses