Calamos S&P 500 Stru ETF JAN Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.44% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4598 | 3.95 | |
| 0.0438 | 0.68 | |
| 0.0000 | 0.00 | |
| 182.7034 | 4.53 | |
| -307.0977 | -4.78 | |
| 159.5582 | 3.35 | |
| -41.8002 | -0.99 | |
| 50.2115 | 1.15 | |
| -105.7702 | -2.02 | |
| 143.4617 | 2.47 |
Estimation Period:
Jan 2, 2025 to Feb 6, 2026
Jan 2, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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