Parnassus Value Select ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.61% (+1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0254 | 5.55 | |
| 0.1093 | 5.92 | |
| 0.8477 | 28.72 | |
| 4.5144 | 1.53 |
Estimation Period:
Dec 12, 2024 to Feb 6, 2026
Dec 12, 2024 to Feb 6, 2026
Other Parnassus Value Select ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs