John Hancock Diversified Income Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.46% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0786 | 5.27 | |
| 0.1500 | 7.59 | |
| 0.8060 | 37.06 | |
| 0.0223 | 1.96 | |
| -0.0543 | -2.56 |
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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