Cohen & Steers Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.94% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0608 | 14.24 | |
| 0.0367 | 13.08 | |
| 0.9342 | 329.51 | |
| 0.0350 | 6.74 |
Estimation Period:
Aug 13, 2004 to Feb 6, 2026
Aug 13, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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