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Cohen & STR Reit &Pf&Inm Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.04% (-0.52%)
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 SGARCH
paramt-stat
ω0.39143.98
α0.17758.16
β0.757930.82
γ1-0.3689-1.60
γ20.75752.26
γ3-0.8750-4.45
γ40.62823.62
γ5-0.0280-0.18
γ6-0.2233-1.37
γ70.24121.51
γ8-0.1528-0.95
γ9-0.0596-0.32
γ10-0.0301-0.11
Estimation Period:
Jun 25, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts