Cohen & Steers Natural Resources Active ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.13% (-4.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0728 | 2.56 | |
| 0.3796 | 5.46 | |
| 0.8452 | 44.53 | |
| -0.1982 | -3.10 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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