Davis Select Worldwide ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.89% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6266 | 6.15 | |
| 0.1089 | 4.64 | |
| 0.8376 | 27.75 | |
| -0.0596 | -2.48 | |
| 0.0697 | 2.33 |
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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