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Cohen & STR Reit &Pf&Inm Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.17% (-0.48%)
Analysis last updated: Thursday, February 12, 2026 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cohen & STR Reit &Pf&Inm Inc S0GARCH
paramt-stat
ω0.39934.02
α0.17738.18
β0.759231.22
γ1-0.3481-1.50
γ20.71932.12
γ3-0.8403-4.23
γ40.60003.43
γ5-0.0156-0.10
γ6-0.2182-1.33
γ70.21611.36
γ8-0.0955-0.64
γ9-0.1771-1.23
γ100.24192.37
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts