Cohen & Steers Natural Resources Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.41% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5944 | 3.76 | |
| 0.2861 | 1.34 | |
| 0.4166 | 1.48 | |
| 4.9913 | 3.50 |
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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