Cohen & Steers Tax-Advantage AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.03% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 9.65 | |
| 0.1029 | 15.85 | |
| 0.8867 | 152.90 | |
| 0.1428 | 5.64 |
Estimation Period:
Oct 28, 2020 to Feb 6, 2026
Oct 28, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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