Cohen & Steers TOT RET Realty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.76% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0212 | 4.77 | |
| 0.1374 | 7.89 | |
| 0.8088 | 43.42 | |
| -0.1760 | -3.30 | |
| 0.2580 | 2.67 | |
| 0.0048 | 0.06 | |
| -0.2222 | -2.51 | |
| 0.1532 | 1.70 | |
| 0.0039 | 0.05 | |
| 0.0648 | 1.14 | |
| -0.2157 | -4.25 | |
| 0.1846 | 4.86 |
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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