Parnassus Core Select ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.59% (+1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0982 | 4.31 | |
| 0.0908 | 10.99 | |
| 0.9631 | 131.30 | |
| 5.6185 | 1.78 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
Other Parnassus Core Select ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs