Davis Select US Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:17.09% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 16.65 | |
| 0.0217 | 4.12 | |
| 0.8546 | 160.35 | |
| 0.1936 | 16.26 |
Estimation Period:
Jan 12, 2017 to Feb 13, 2026
Jan 12, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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