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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3620	4.66***
α ARCH Response to squared shocks	0.1246	1.88*
β GARCH Volatility persistence	0.8135	8.51***

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