Cohen & Steers Real Estate Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.21% (+9.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9058 | 13.87 | |
| 0.3576 | 5.12 | |
| 0.3468 | 6.87 | |
| 8.2509 | 1.87 |
Estimation Period:
Feb 5, 2025 to Feb 6, 2026
Feb 5, 2025 to Feb 6, 2026
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