Parnassus Core Equity Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.68% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 9.97 | |
| 0.0000 | 0.00 | |
| 0.9452 | 394.98 | |
| 0.1096 | 20.94 |
Estimation Period:
Aug 31, 1992 to Feb 6, 2026
Aug 31, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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