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	param	t-stat
$ω$	0.5843	2.98
$α$	0.0658	0.87
$β$	0.4744	0.61
$γ_{1}$	-30.9383	-3.00
$γ_{2}$	42.7528	3.05
$γ_{3}$	-12.8191	-2.37

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:2.15% (+0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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