Davis Select Financial ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.01% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.00 | |
| 0.7954 | 104.12 | |
| 0.1967 | 25.35 | |
| 0.5281 | 0.47 | |
| 0.7023 | 0.47 | |
| 0.0000 | 0.00 |
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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