Parnassus Core Equity Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.82% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4624 | 6.25 | |
| 0.1048 | 7.76 | |
| 0.8498 | 43.69 | |
| 0.1384 | 1.63 | |
| -0.1899 | -1.36 | |
| -0.0972 | -0.95 | |
| 0.3858 | 4.14 | |
| -0.4096 | -4.91 | |
| 0.2312 | 3.08 | |
| -0.0689 | -0.81 | |
| 0.0714 | 0.65 | |
| -0.1794 | -1.34 | |
| 0.3424 | 1.60 |
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 Spline-GARCH Analyses on Open-end Funds