MFS Active Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.17% (+4.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1455 | 4.41 | |
| 0.2279 | 1.19 | |
| 0.5100 | 1.86 | |
| 0.4187 | 1.60 |
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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