MFS Special Value Trust MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1776 | 22.87 | |
| 0.6343 | 45.04 | |
| 0.0407 | 4.09 | |
| 0.0451 | 4.81 | |
| 0.0785 | 4.89 | |
| 0.8968 | 43.47 |
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 MF2-GARCH Analyses on Closed-end Funds