Hancock John PFD Income FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.63% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4812 | 2.07 | |
| 0.2642 | 8.35 | |
| 0.6888 | 25.59 | |
| -0.4634 | -1.01 | |
| 0.8693 | 1.35 | |
| -0.8443 | -2.92 | |
| 0.6639 | 3.00 | |
| -0.2628 | -1.45 | |
| 0.0274 | 0.17 | |
| 0.0727 | 0.48 | |
| -0.0383 | -0.23 | |
| -0.1772 | -0.97 | |
| 0.2331 | 1.84 |
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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