Cohen & Steers TOT RET Realty MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.10% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0957 | 23.21 | |
| 0.7739 | 120.34 | |
| 0.0943 | 15.06 | |
| 0.0151 | 7.96 | |
| 0.0494 | 8.06 | |
| 0.9422 | 132.87 |
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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