Parnassus Core Select ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.13% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 3.88 | |
| 0.0000 | 0.00 | |
| 0.8585 | 45.67 | |
| 0.1783 | 2.78 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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