Trajectory prediction plays a pivotal role in the field of intelligent vehicles. It currently suffers from several challenges, e.g., accumulative error in rollout process and weak adaptability in various scenarios. This paper proposes a parametric-learning Kalman filter based on deep neural network for trajectory prediction. We design a flexible plug-in module which can be readily implanted into most rollout approaches. Kalman points are proposed to capture the long-term prediction stability from the global perspective. We carried experiments out on the NGSIM dataset. The promising results indicate that our method could improve rollout trajectory prediction methods effectively.