Davis Select Financial ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.08% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6579 | 5.57 | |
| 0.1119 | 18.72 | |
| 0.9721 | 172.49 | |
| 6.2636 | 4.61 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
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