Cohen & Steers Cl-End OPP FD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.04% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0419 | 23.89 | |
| 0.0781 | 11.51 | |
| 0.8140 | 176.50 | |
| 0.1755 | 10.92 |
Estimation Period:
Nov 28, 2006 to Feb 6, 2026
Nov 28, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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