Cohen & Steers QTY Incm Realty Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.71% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3179 | 4.90 | |
| 0.1791 | 8.43 | |
| 0.7580 | 32.65 | |
| -0.2408 | -2.66 | |
| 0.4269 | 3.42 | |
| -0.4888 | -6.43 | |
| 0.5210 | 6.21 | |
| -0.3148 | -3.71 | |
| 0.2007 | 2.62 | |
| -0.1766 | -2.40 | |
| -0.0082 | -0.08 |
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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