MFS Active Core Plus BND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.11% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.84 | |
| 0.0336 | 1.60 | |
| 0.9707 | 75.31 | |
| -0.0196 | -0.78 |
Estimation Period:
Dec 5, 2024 to Feb 6, 2026
Dec 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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