Hancock John PFD Incm FD III Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:6.94% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1697 | 3.14 | |
| 0.2245 | 8.36 | |
| 0.7192 | 28.33 | |
| 0.2444 | 3.33 | |
| -0.3846 | -3.66 | |
| 0.1925 | 3.12 | |
| -0.0626 | -1.16 | |
| 0.0673 | 1.17 | |
| -0.2357 | -3.27 |
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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