Cohen & STR Reit &Pf&Inm Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.04% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3914 | 3.98 | |
| 0.1775 | 8.16 | |
| 0.7579 | 30.82 | |
| -0.3689 | -1.60 | |
| 0.7575 | 2.26 | |
| -0.8750 | -4.45 | |
| 0.6282 | 3.62 | |
| -0.0280 | -0.18 | |
| -0.2233 | -1.37 | |
| 0.2412 | 1.51 | |
| -0.1528 | -0.95 | |
| -0.0596 | -0.32 | |
| -0.0301 | -0.11 |
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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