Hancock John PFD Income FD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.18% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4218 | 5.22 | |
| 0.1592 | 37.06 | |
| 0.9805 | 270.25 | |
| 5.1103 | 12.72 |
Estimation Period:
Jul 15, 2003 to Feb 6, 2026
Jul 15, 2003 to Feb 6, 2026
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