Cohen & Steers Natural Resources Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.94% (+3.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5042 | 9.26 | |
| 0.1431 | 8.25 | |
| 0.8462 | 34.75 | |
| 5.9788 | 1.76 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
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