Cohen & Steers Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.12% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8569 | 8.34 | |
| 0.0787 | 6.98 | |
| 0.8717 | 48.39 | |
| -0.0461 | -5.51 | |
| 0.0767 | 6.23 | |
| -0.0403 | -6.35 |
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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