Davis Select US Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.56% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3738 | 7.27 | |
| 0.1033 | 23.10 | |
| 0.9758 | 252.53 | |
| 7.1220 | 4.61 |
Estimation Period:
Jan 12, 2017 to Feb 13, 2026
Jan 12, 2017 to Feb 13, 2026
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