Parnassus Core Equity Fund EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.47% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0137 | 2.62 | |
| 0.1239 | 24.40 | |
| 0.9825 | 421.14 | |
| -0.0963 | -16.59 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Parnassus Core Equity Fund Analyses
Other EGARCH Analyses on Open-end Funds