John Hancock Investors Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:7.88% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0178 | 20.70 | |
| 0.1164 | 25.87 | |
| 0.8568 | 286.66 | |
| 0.0321 | 4.29 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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