Cohen & Steers Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.67% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0508 | 16.33 | |
| 0.8389 | 111.45 | |
| 0.0619 | 14.05 | |
| 0.0268 | 3.85 | |
| 0.0385 | 4.80 | |
| 0.9557 | 100.73 |
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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