MFS Active Growth ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.99% (+2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8859 | 3.16 | |
| 0.1056 | 6.17 | |
| 0.9483 | 87.25 | |
| 4.5655 | 2.05 |
Estimation Period:
Dec 5, 2024 to Feb 6, 2026
Dec 5, 2024 to Feb 6, 2026
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