Cohen & Steers Tax-Advantage Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.37% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6607 | 5.61 | |
| 0.1677 | 3.20 | |
| 0.5982 | 5.45 | |
| 2.0606 | 3.66 | |
| -3.4964 | -4.07 | |
| 1.3399 | 2.08 | |
| 0.7048 | 1.06 | |
| -1.8593 | -1.73 |
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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