Davis Select Financial ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.07% (+1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6215 | 7.30 | |
| 0.1441 | 5.42 | |
| 0.7903 | 24.74 | |
| -0.0097 | -3.04 |
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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