Fourteen years have passed since Leeds were competing with Europe's elite and Hockaday is the latest man to have been tasked with setting the club back on the road to former glories.
His time in charge looked to have ended at the weekend, though, when owner Massimo Cellino decided to sack him just five games into his tenure, only to perform a dramatic U-turn and then place the blame for the club's poor start to the Championship season on himself and defender Giuseppe Bellusci.
The Italian - who infamously sacked and reinstated Brian McDermott inside a mad 24 hours back in February - decided that Bellusci was at fault for getting sent off in the 4-1 loss at Watford and that he himself had to shoulder responsibility for not giving Hockaday enough players.
That earned former Forest Green boss Hockaday an unexpected reprieve, but he insisted on Tuesday that he had never been aware that he was on the verge of losing his job anyway.
"I can't even comment on things I have read, what people have said or reportedly said. I had a calm, two-hour conversation with the president on Sunday, we spoke about the game, the defining moment of the game," he said.
"We talked through players needed and everything and so it wasn't even addressed. It is what it is, I'm here, coaching, I love my role, my players and I am getting a lot out of them.
"I run my life by controlling the controllables. I will manage the game when it's being played, coach my players and anything outside of that is out of my hands.
"I'm just a hard-working guy who loves his job and that's what I will continue to do."
With Forest Green the only club on his managerial resume, Hockaday was a surprise appointment when Cellino unveiled him after being tipped off about the 56-year-old by someone he claims he cannot remember.
As such, and with Cellino earning a reputation as the 'manager eater' after going through 36 managers in 20 years at Cagliari, few gave Hockaday as much time as he has already had - at present 68 days.
He says, though, that despite the sideshow about his future, he is determined to be a part of what Cellino is trying to build at Elland Road.
"When I have a conversation with the president and we talk about the club and the way forward and getting players in, that makes me happy," he added.
"It shows me there's a future for everybody. It shows me that the president, however he is portrayed, is unbelievably passionate about this football club. I am not just saying it, I mean it.
"This guy wants Leeds to be in the Champions League, he does. I believe over time that will happen. I think it's inevitable. The timescale I don't know, I want to be part of that journey, a big part of that journey.
"I am going to fight tooth and nail to be here for as long as I can, to be as successful as I can."