Cohen & Steers Tax-Advantage GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.44% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0131 | 11.16 | |
| 0.1147 | 15.51 | |
| 0.8750 | 134.63 |
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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