MFS Active Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.66% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1621 | 6.40 | |
| 0.2302 | 4.65 | |
| 0.5382 | 8.92 |
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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