Cohen & Steers TOT RET Realty EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.56% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 18.32 | |
| 0.2287 | 32.24 | |
| 0.9781 | 825.40 | |
| -0.0508 | -9.94 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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