Parnassus Value Select ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.26% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1115 | 7.51 | |
| 0.1533 | 8.04 | |
| 0.6410 | 29.59 | |
| 0.7911 | 13.10 |
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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