Davis Select Financial ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.27% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 4.67 | |
| 0.1702 | 19.72 | |
| 0.9685 | 422.18 | |
| -0.1267 | -20.65 |
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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