Davis Select Worldwide ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.01% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0201 | 5.54 | |
| 0.1721 | 20.49 | |
| 0.9637 | 389.39 | |
| -0.0969 | -13.31 |
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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