Parnassus Core Select ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.58% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0000 | 0.00 | |
| 0.8693 | 83.29 | |
| 0.0968 | 17.89 | |
| 0.2596 | 0.88 | |
| 0.9367 | 1.80 | |
| 0.0000 | 0.00 |
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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