MFS Active International ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.78% (+7.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8650 | 2.89 | |
| 0.2519 | 1.37 | |
| 0.4765 | 1.73 | |
| -5.7036 | -1.36 | |
| 12.9884 | 1.78 |
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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