MFS Active International ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.30% (+3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1581 | 8.14 | |
| 0.2208 | 6.18 | |
| 0.5449 | 14.47 | |
| 0.4820 | 10.80 |
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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