Hancock (John) Financial Oppty FD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.38% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0183 | 17.42 | |
| 0.0454 | 18.00 | |
| 0.9051 | 456.65 | |
| 0.0991 | 17.17 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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