Cohen & Steers TOT RET Realty Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.77% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2538 | 4.15 | |
| 0.1356 | 7.72 | |
| 0.8111 | 43.57 | |
| -0.0427 | -1.91 | |
| 0.1299 | 3.85 | |
| -0.1822 | -6.46 | |
| 0.1461 | 5.38 | |
| -0.0277 | -1.04 | |
| -0.1330 | -3.59 |
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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