Cohen & Steers Natural Resources Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:35.25% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9781 | 3.97 | |
| 0.2925 | 1.58 | |
| 0.4065 | 1.45 | |
| -17.3703 | -1.78 | |
| 34.7369 | 2.36 | |
| -25.0621 | -3.21 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cohen & Steers Natural Resources Active ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs