Cohen & Steers QTY Incm Realty EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.64% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 18.38 | |
| 0.2727 | 44.70 | |
| 0.9675 | 712.44 | |
| -0.0736 | -14.58 |
Estimation Period:
Feb 26, 2002 to Feb 6, 2026
Feb 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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