Hancock John PFD Incm FD III Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.84% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0574 | 2.07 | |
| 0.2269 | 8.26 | |
| 0.7119 | 27.12 | |
| 0.1382 | 0.45 | |
| 0.1094 | 0.27 | |
| -0.5587 | -2.58 | |
| 0.3593 | 1.78 | |
| 0.0618 | 0.36 | |
| -0.2241 | -1.34 | |
| 0.2039 | 1.25 | |
| -0.0103 | -0.06 | |
| -0.2875 | -1.70 | |
| 0.3073 | 2.86 |
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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