Parnassus Value Select ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.34% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1295 | 6.79 | |
| 0.0000 | 0.00 | |
| 0.7274 | 26.13 | |
| 0.2704 | 3.14 |
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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