John Hancock Diversified Income Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:9.69% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 18.30 | |
| 0.0823 | 13.61 | |
| 0.8336 | 206.14 | |
| 0.1075 | 8.00 |
Estimation Period:
May 30, 2011 to Feb 13, 2026
May 30, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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