MFS Active Intrmd MN BND ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.52% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 8.56 | |
| 0.3670 | 3.19 | |
| 0.6453 | 40.96 | |
| -0.1512 | -1.02 |
Estimation Period:
Dec 5, 2024 to Feb 6, 2026
Dec 5, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MFS Active Intrmd MN BND ETF Analyses
Other GJR-GARCH Analyses on ETFs