Skip to main content
V-Lab

MFS Multimarket Income TR Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.89% (-0.22%)
Analysis last updated: Friday, February 6, 2026 at 11:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MFS Multimarket Income TR SGARCH
paramt-stat
ω1.24576.77
α0.13136.85
β0.794926.27
γ1-0.0812-1.14
γ20.07660.61
γ30.02180.19
γ40.10130.98
γ5-0.3083-2.53
γ60.32992.36
γ7-0.2430-2.02
γ80.28943.03
γ9-0.4288-5.43
γ100.38183.42
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts