Davis Select US Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.00% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6228 | 6.84 | |
| 0.1359 | 5.05 | |
| 0.8098 | 25.93 | |
| -0.0250 | -2.09 |
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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