Cohen & STR Reit &Pf&Inm Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.17% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3993 | 4.02 | |
| 0.1773 | 8.18 | |
| 0.7592 | 31.22 | |
| -0.3481 | -1.50 | |
| 0.7193 | 2.12 | |
| -0.8403 | -4.23 | |
| 0.6000 | 3.43 | |
| -0.0156 | -0.10 | |
| -0.2182 | -1.33 | |
| 0.2161 | 1.36 | |
| -0.0955 | -0.64 | |
| -0.1771 | -1.23 | |
| 0.2419 | 2.37 |
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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