Davis Select Worldwide ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.98% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0108 | 1.73 | |
| 0.8448 | 127.48 | |
| 0.1521 | 17.34 | |
| 0.5366 | 0.26 | |
| 0.5958 | 0.26 | |
| 0.0937 | 0.03 |
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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