Hancock J Premium DIV Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.43% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 18.05 | |
| 0.1191 | 12.79 | |
| 0.7731 | 139.40 | |
| 0.1191 | 5.47 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hancock J Premium DIV Fund Analyses
Other GJR-GARCH Analyses on Closed-end Funds