Hancock John PFD Incm FD III GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.97% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0359 | 27.78 | |
| 0.0975 | 15.42 | |
| 0.7852 | 202.63 | |
| 0.1877 | 13.67 |
Estimation Period:
Jun 17, 2003 to Feb 6, 2026
Jun 17, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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