Cohen & Steers QTY Incm Realty MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.55% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0539 | 11.37 | |
| 0.5909 | 40.88 | |
| 0.2435 | 27.05 | |
| 0.0481 | 2.62 | |
| 0.1156 | 3.96 | |
| 0.8658 | 24.11 |
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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