Cohen & Steers TOT RET Realty GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.22% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 16.55 | |
| 0.0828 | 18.37 | |
| 0.8753 | 212.71 | |
| 0.0631 | 6.99 |
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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