MFS Special Value Trust GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 27.96 | |
| 0.1685 | 41.55 | |
| 0.7999 | 207.51 |
Estimation Period:
Jan 11, 1990 to Apr 5, 2024
Jan 11, 1990 to Apr 5, 2024
News Impact Curve
Volatility Forecasts
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