Hello Ruslan,
Thanks for reaching out.
You can decode your access token in jwt.ms to ensure that the token contains the correct set of permissions.
In case if you are using a Delegated permissions with users/{user-id}/calendars/{calendar-id}/events
, then that will also return the above error.
You can test below Graph Endpoint in API Client like Postman with a token generated using Client Credential flow having required permissions in AAD application.
users/{user-id}/calendars/{calendar-id}/events
Hope this helps.
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