MFS Active Value ETF MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.19% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1762 | 5.00 | |
| 0.3502 | 5.71 | |
| 0.3939 | 8.66 |
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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