MFS GVT Mkts Income TR GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.48% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 16.99 | |
| 0.1083 | 17.78 | |
| 0.8905 | 333.91 | |
| -0.0313 | -3.56 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MFS GVT Mkts Income TR Analyses
Other GJR-GARCH Analyses on Closed-end Funds