Cohen & Steers Tax-Advantage GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.88% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6842 | 5.93 | |
| 0.0940 | 18.53 | |
| 0.9791 | 272.43 | |
| 5.9224 | 5.10 |
Estimation Period:
Oct 28, 2020 to Feb 6, 2026
Oct 28, 2020 to Feb 6, 2026
Other Cohen & Steers Tax-Advantage Analyses
Other GAS-GARCH Student T Analyses on Closed-end Funds