Davis Select International ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.22% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 13.20 | |
| 0.0371 | 5.40 | |
| 0.8757 | 146.67 | |
| 0.0996 | 6.88 |
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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