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	param	t-stat
$ω$	0.4645	2.12
$α$	0.2659	8.57
$β$	0.6822	24.82
$γ_{1}$	-0.4754	-1.06
$γ_{2}$	0.8996	1.44
$γ_{3}$	-0.8891	-3.17
$γ_{4}$	0.7117	3.30
$γ_{5}$	-0.2903	-1.63
$γ_{6}$	0.0217	0.14
$γ_{7}$	0.1284	0.87
$γ_{8}$	-0.1877	-1.13
$γ_{9}$	0.1455	0.69
$γ_{10}$	-0.4988	-1.91

V-Lab

Hancock John PFD Income FD Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:5.40% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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