Cohen & Steers SL PFD & Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.05% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8736 | 6.48 | |
| 0.1301 | 25.48 | |
| 0.9676 | 195.83 | |
| 4.9527 | 8.63 |
Estimation Period:
Nov 26, 2010 to Feb 13, 2026
Nov 26, 2010 to Feb 13, 2026
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