Davis Select International ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.79% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8779 | 8.52 | |
| 0.0911 | 4.33 | |
| 0.8688 | 35.39 | |
| -0.0041 | -1.14 |
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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