Cohen & Steers QTY Incm Realty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.97% (+3.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3215 | 4.84 | |
| 0.1767 | 8.44 | |
| 0.7633 | 33.59 | |
| -0.2355 | -2.57 | |
| 0.4165 | 3.30 | |
| -0.4797 | -6.22 | |
| 0.5161 | 6.06 | |
| -0.3177 | -3.70 | |
| 0.2188 | 2.87 | |
| -0.2322 | -3.57 | |
| 0.1536 | 3.43 |
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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