Davis Select International ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.50% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0504 | 12.91 | |
| 0.0850 | 15.07 | |
| 0.8982 | 163.61 | |
| 0.4882 | 9.61 | |
| 1.1411 | 17.69 |
Estimation Period:
Mar 2, 2018 to Feb 6, 2026
Mar 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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