Davis Select Financial ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.42% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0465 | 12.79 | |
| 0.0167 | 6.45 | |
| 0.8799 | 232.90 | |
| 0.1590 | 11.29 |
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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