MFS Active Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.96% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1794 | 6.69 | |
| 0.2306 | 5.16 | |
| 0.4944 | 8.30 | |
| 0.2500 | 6.63 |
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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