Davis Select Worldwide ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.30% (+2.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6510 | 7.61 | |
| 0.1077 | 4.43 | |
| 0.8349 | 26.06 | |
| -0.0320 | -2.98 |
Estimation Period:
Jan 12, 2017 to Feb 6, 2026
Jan 12, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Davis Select Worldwide ETF Analyses
Other Spline-GARCH Analyses on ETFs