MFS Active Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.15% (+3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6670 | 11.81 | |
| 0.1468 | 7.49 | |
| 0.7308 | 21.07 | |
| 6.2356 | 1.28 |
Estimation Period:
Dec 5, 2024 to Feb 6, 2026
Dec 5, 2024 to Feb 6, 2026
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