John Hancock Diversified Income Fund EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.16% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0046 | 1.84 | |
| 0.2648 | 32.58 | |
| 0.9464 | 193.53 | |
| -0.0783 | -9.84 |
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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