MFS Special Value Trust Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9123 | 5.40 | |
| 0.1806 | 10.21 | |
| 0.7408 | 37.55 | |
| -0.0216 | -0.74 | |
| 0.0814 | 1.94 | |
| -0.1254 | -3.92 | |
| 0.1118 | 3.20 | |
| -0.1027 | -2.74 | |
| 0.0965 | 2.62 | |
| -0.0355 | -1.08 | |
| -0.0142 | -0.64 |
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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