Davis Select Financial ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.31% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0088 | 2.04 | |
| 0.1055 | 23.20 | |
| 0.8631 | 186.83 | |
| 0.7130 | 19.33 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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