Parnassus Core Select ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.66% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0058 | -0.07 | |
| -0.1089 | -9.36 | |
| 0.9780 | 29.76 | |
| -0.1586 | -3.26 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Parnassus Core Select ETF Analyses
Other EGARCH Analyses on ETFs