Davis Select International ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.36% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7541 | 7.10 | |
| 0.0926 | 4.16 | |
| 0.8579 | 31.60 | |
| -0.0293 | -2.18 |
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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