MFS Active Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.81% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1502 | 4.42 | |
| 0.2278 | 1.19 | |
| 0.5103 | 1.86 | |
| 0.4558 | 0.41 |
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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