Davis Select Financial ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.42% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5198 | 7.19 | |
| 0.1402 | 4.98 | |
| 0.7753 | 20.43 | |
| -0.0320 | -2.97 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Davis Select Financial ETF Analyses
Other Spline-GARCH Analyses on ETFs