Cohen & Steers Tax-Advantage MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.41% (-5.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7448 | 7,447,610.00 | |
| 0.0052 | 52,390.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.3012 | 64.21 | |
| 0.2979 | 33.35 | |
| 0.0000 | 0.00 |
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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