MFS Active Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.85% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 2.56 | |
| 0.0000 | 0.00 | |
| 0.8764 | 43.33 | |
| 0.1547 | 2.26 |
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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