Cohen & Steers Tax-Advantage APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:8.14% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 12.03 | |
| 0.1075 | 16.22 | |
| 0.8925 | 154.40 | |
| 0.2190 | 7.58 | |
| 1.3455 | 17.31 |
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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