Cohen & Steers TOT RET Realty AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.01% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 13.13 | |
| 0.1144 | 30.75 | |
| 0.8739 | 215.41 | |
| 0.2370 | 9.03 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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