MFS Special Value Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 26.27 | |
| 0.2989 | 41.30 | |
| 0.9436 | 441.36 | |
| -0.0308 | -4.63 |
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 EGARCH Analyses on Closed-end Funds