Cohen & STR Reit &Pf&Inm Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.28% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 20.84 | |
| 0.1001 | 19.84 | |
| 0.8197 | 213.85 | |
| 0.1256 | 10.63 |
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Jun 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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