John Hancock Diversified Income Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.79% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 16.46 | |
| 0.1445 | 35.25 | |
| 0.8198 | 199.81 | |
| 0.2710 | 14.86 |
Estimation Period:
May 30, 2011 to Feb 6, 2026
May 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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