MFS Active Core Plus BND ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:3.18% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0968 | 3.81 | |
| 0.0304 | 2.32 | |
| 0.9990 | 333.33 | |
| 10.2921 | 0.37 |
Estimation Period:
Dec 5, 2024 to Feb 6, 2026
Dec 5, 2024 to Feb 6, 2026
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