Parnassus Core Select ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.00% (+3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0470 | 5.39 | |
| 0.1590 | 11.85 | |
| 0.7235 | 58.61 | |
| 0.6863 | 15.64 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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