Cohen & Steers Real Estate Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.05% (-6.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5329 | 19.46 | |
| 0.2337 | 5.77 | |
| 0.0000 | 0.00 | |
| 0.3321 | 2.52 |
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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