Parnassus Core Select ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:20.95% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8047 | 3.73 | |
| 0.0791 | 1.20 | |
| 0.0000 | 0.00 | |
| 133.8062 | 3.96 | |
| -230.9705 | -4.12 | |
| 140.4074 | 3.58 | |
| -32.3914 | -1.02 | |
| -35.5755 | -1.10 | |
| 74.2846 | 2.18 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Parnassus Core Select ETF Analyses
Other Spline-GARCH Analyses on ETFs