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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3420	4.69***
α ARCH Response to squared shocks	0.1291	2.00**
β GARCH Volatility persistence	0.8058	8.21***

V-Lab

Calamos S&P 500 Stru ETF JAN Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Calamos S&P 500 Stru ETF JAN Analyses