MFS Active International ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.05% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.3857 | 14.45 | |
| 0.0254 | 0.11 | |
| 0.1871 | 1.58 | |
| 0.8129 | 2.47 |
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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