Hancock John PFD Incm FD III GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:8.97% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2998 | 5.53 | |
| 0.1470 | 42.30 | |
| 0.9811 | 287.98 | |
| 4.8689 | 14.90 |
Estimation Period:
Jun 17, 2003 to Feb 6, 2026
Jun 17, 2003 to Feb 6, 2026
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