MFS Active International ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.51% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0301 | -1.17 | |
| 0.1825 | 6.02 | |
| 0.8565 | 52.01 | |
| -0.2459 | -7.45 |
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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