Cohen & Steers R E O I FND GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.76% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0256 | 6.28 | |
| 0.0680 | 9.20 | |
| 0.9087 | 156.24 | |
| 0.0316 | 1.73 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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