Hancock John Tax-Adv DIV Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.26% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 24.43 | |
| 0.0857 | 17.87 | |
| 0.8039 | 156.34 | |
| 0.1864 | 14.82 |
Estimation Period:
Feb 25, 2004 to Feb 6, 2026
Feb 25, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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