MFS Special Value Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0779 | 28.17 | |
| 0.1690 | 40.83 | |
| 0.7981 | 203.87 | |
| 0.0763 | 3.62 |
Estimation Period:
Jan 11, 1990 to Apr 5, 2024
Jan 11, 1990 to Apr 5, 2024
News Impact Curve
Volatility Forecasts
Other MFS Special Value Trust Analyses
Other AGARCH Analyses on Closed-end Funds