MFS Special Value Trust Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8829 | 5.62 | |
| 0.1852 | 10.05 | |
| 0.7242 | 34.43 | |
| -0.0293 | -1.04 | |
| 0.0948 | 2.34 | |
| -0.1361 | -4.42 | |
| 0.1199 | 3.58 | |
| -0.1042 | -2.89 | |
| 0.0834 | 2.30 | |
| 0.0116 | 0.31 | |
| -0.1504 | -3.09 |
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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