MFS Active Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.30% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1999 | 5.58 | |
| 0.0000 | 0.00 | |
| 0.5236 | 8.14 | |
| 0.3539 | 2.36 |
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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