MFS Active Value ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.42% (+4.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.4419 | -10.17 | |
| 0.5993 | 11.38 | |
| 0.0345 | 0.78 | |
| -0.2629 | -6.08 |
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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