Cohen & Steers Tax-Advantage GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:7.79% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0120 | 11.72 | |
| 0.0784 | 10.02 | |
| 0.8865 | 158.61 | |
| 0.0482 | 3.02 |
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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