Hancock John PFD Incm FD III MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:7.27% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0647 | 10.71 | |
| 0.5699 | 52.22 | |
| 0.3292 | 30.52 | |
| 0.0160 | 4.16 | |
| 0.0869 | 5.93 | |
| 0.8964 | 50.58 |
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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