Cohen & Steers Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.08% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2550 | 5.53 | |
| 0.0688 | 27.85 | |
| 0.9860 | 366.95 | |
| 5.9832 | 5.59 |
Estimation Period:
Aug 13, 2004 to Feb 6, 2026
Aug 13, 2004 to Feb 6, 2026
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