Davis Select US Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.07% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7169 | 7.44 | |
| 0.1405 | 5.34 | |
| 0.8120 | 28.37 | |
| -0.0075 | -2.57 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Davis Select US Equity ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs