MFS GVT Mkts Income TR Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.25% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1767 | 7.40 | |
| 0.1149 | 7.86 | |
| 0.7978 | 30.00 | |
| -0.0864 | -1.62 | |
| 0.0898 | 1.09 | |
| 0.1785 | 2.37 | |
| -0.3957 | -4.35 | |
| 0.3007 | 3.43 | |
| -0.1114 | -1.61 | |
| 0.0438 | 0.79 | |
| 0.0399 | 0.70 | |
| -0.2332 | -2.69 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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