Cohen & Steers Tax-Advantage EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.72% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0030 | -1.15 | |
| 0.2223 | 18.66 | |
| 0.9678 | 379.69 | |
| -0.0529 | -5.46 |
Estimation Period:
Oct 28, 2020 to Feb 13, 2026
Oct 28, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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