Hancock John PFD Income FD GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.76% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0473 | 19.14 | |
| 0.2447 | 34.17 | |
| 0.7312 | 125.24 |
Estimation Period:
Jul 15, 2003 to Feb 6, 2026
Jul 15, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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