Cohen & Steers Tax-Advantage Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.43% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3563 | 4.42 | |
| 0.1798 | 3.36 | |
| 0.6910 | 8.97 | |
| -0.4894 | -5.06 | |
| 0.5913 | 4.92 |
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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