Parnassus Core Equity Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.61% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5079 | 5.68 | |
| 0.1056 | 7.93 | |
| 0.8521 | 50.59 | |
| 0.1611 | 2.38 | |
| -0.3343 | -3.16 | |
| 0.2951 | 4.41 | |
| -0.1793 | -3.48 | |
| 0.0587 | 1.19 | |
| 0.0334 | 0.54 | |
| -0.0521 | -0.66 | |
| 0.0097 | 0.15 |
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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