MFS Active Core Plus BND ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.20% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9231 | 5.61 | |
| 0.0048 | 0.13 | |
| 0.4831 | 0.08 | |
| -5.6194 | -2.09 | |
| 9.4920 | 1.99 |
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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