Cohen & Steers SL PFD & Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.83% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1356 | 20.51 | |
| 0.6577 | 60.55 | |
| 0.1559 | 12.03 | |
| 0.0017 | 2.15 | |
| 0.0182 | 6.29 | |
| 0.9797 | 249.59 |
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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