Davis Select International ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.54% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9427 | 10.51 | |
| 0.0736 | 13.83 | |
| 0.9645 | 336.99 | |
| 8.2049 | 2.17 |
Estimation Period:
Mar 2, 2018 to Feb 6, 2026
Mar 2, 2018 to Feb 6, 2026
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