Hancock John Pref Incm FD II GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6.51% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 28.38 | |
| 0.1299 | 18.97 | |
| 0.7924 | 191.12 | |
| 0.1420 | 10.00 |
Estimation Period:
Nov 26, 2002 to Feb 6, 2026
Nov 26, 2002 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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