Cohen & Steers Natural Resources Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.68% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.8294 | 8,294,480.00 | |
| 0.2388 | 2,388,150.00 | |
| -0.1552 | -1,552,130.00 | |
| 0.2205 | 2,204,550.00 | |
| 0.3974 | 3,974,190.00 | |
| 0.6026 | 6,025,690.00 |
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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