Cohen & Steers QTY Incm Realty GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.20% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0656 | 23.13 | |
| 0.0895 | 21.85 | |
| 0.8355 | 234.50 | |
| 0.1120 | 11.89 |
Estimation Period:
Feb 26, 2002 to Feb 13, 2026
Feb 26, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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