Davis Select International ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.39% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 6.02 | |
| 0.1553 | 16.50 | |
| 0.9682 | 387.13 | |
| -0.0768 | -8.75 |
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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