Cohen & Steers Real Estate Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.61% (+10.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0747 | 5.71 | |
| 0.4154 | 2.62 | |
| 0.0000 | 0.00 | |
| 0.2817 | 0.92 |
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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