Parnassus Value Select ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.96% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.00 | |
| 0.0036 | 0.38 | |
| 0.9594 | 42.08 | |
| -0.1978 | -10.59 |
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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