Cohen & Steers Real Estate Active ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.99% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0866 | -3.58 | |
| 0.5379 | 13.31 | |
| 0.5505 | 9.92 | |
| -0.1235 | -3.01 |
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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