Davis Select Worldwide ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.01% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6190 | 8.74 | |
| 0.0910 | 18.72 | |
| 0.9728 | 262.29 | |
| 8.2340 | 3.30 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
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