MFS Active Growth ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.28% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0722 | 4.32 | |
| 0.1179 | 7.87 | |
| 0.8186 | 49.38 | |
| 0.5640 | 9.07 |
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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