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Hancock John PFD Income FD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.63% (+0.08%)
Analysis last updated: Tuesday, February 10, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hancock John PFD Income FD S0GARCH
paramt-stat
ω0.48122.07
α0.26428.35
β0.688825.59
γ1-0.4634-1.01
γ20.86931.35
γ3-0.8443-2.92
γ40.66393.00
γ5-0.2628-1.45
γ60.02740.17
γ70.07270.48
γ8-0.0383-0.23
γ9-0.1772-0.97
γ100.23311.84
Estimation Period:
Jul 15, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts