Cohen & Steers Real Estate Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.12% (+10.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7688 | 7,687,600.00 | |
| 0.0000 | 160.00 | |
| -0.1861 | -1,861,410.00 | |
| 8.8713 | 88,712,620.00 | |
| 0.7968 | 7,967,810.00 | |
| 0.0024 | 24,200.00 |
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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