John Hancock Diversified Income Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.08% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9503 | 10.54 | |
| 0.1169 | 24.83 | |
| 0.9589 | 253.81 | |
| 5.6848 | 7.33 |
Estimation Period:
May 30, 2011 to Feb 13, 2026
May 30, 2011 to Feb 13, 2026
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