Davis Select US Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.70% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0126 | 3.61 | |
| 0.1384 | 24.32 | |
| 0.8320 | 148.15 | |
| 0.5713 | 20.24 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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