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Hancock John PFD Incm FD III Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.84% (-0.39%)
Analysis last updated: Wednesday, February 11, 2026 at 11:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hancock John PFD Incm FD III S0GARCH
paramt-stat
ω1.05742.07
α0.22698.26
β0.711927.12
γ10.13820.45
γ20.10940.27
γ3-0.5587-2.58
γ40.35931.78
γ50.06180.36
γ6-0.2241-1.34
γ70.20391.25
γ8-0.0103-0.06
γ9-0.2875-1.70
γ100.30732.86
Estimation Period:
Jun 17, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts