John Hancock Investors Trust Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:6.93% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4231 | 7.19 | |
| 0.1466 | 8.59 | |
| 0.8006 | 37.91 | |
| -0.0334 | -2.13 | |
| 0.0478 | 2.07 | |
| 0.0109 | 0.76 | |
| -0.0700 | -4.97 | |
| 0.0814 | 5.09 | |
| -0.0754 | -2.74 |
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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