Hancock John PFD Income FD MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:10.62% (+3.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0970 | 9.11 | |
| 0.5332 | 36.59 | |
| 0.2941 | 20.01 | |
| 0.0276 | 3.58 | |
| 0.0925 | 3.02 | |
| 0.8799 | 25.79 |
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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