Davis Select US Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.87% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8399 | 141.66 | |
| 0.2046 | 21.92 | |
| 0.6082 | 0.34 | |
| 0.5998 | 0.33 | |
| 0.0000 | 0.00 |
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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