Calamos Conver EQT Alter ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (+7.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0906 | 8.39 | |
| 0.0959 | 5.28 | |
| 0.8063 | 54.99 | |
| 0.1325 | 3.12 |
Estimation Period:
Oct 4, 2023 to Feb 6, 2026
Oct 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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