MFS Charter Income TR Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.11% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0756 | 6.24 | |
| 0.1302 | 7.48 | |
| 0.8372 | 43.37 | |
| -0.0479 | -2.08 | |
| 0.0971 | 2.87 | |
| -0.0909 | -4.46 | |
| 0.0851 | 4.10 | |
| -0.1117 | -3.10 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MFS Charter Income TR Analyses
Other Spline-GARCH Analyses on Closed-end Funds