Cohen & Steers SL PFD & Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.88% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 23.56 | |
| 0.1089 | 15.01 | |
| 0.8066 | 162.16 | |
| 0.1146 | 7.12 |
Estimation Period:
Nov 26, 2010 to Feb 6, 2026
Nov 26, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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