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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.2539	23.40
$β$	0.0000	0.00
$γ$	-0.0034	-0.29
$λ_{1}$	0.0103	0.16
$λ_{2}$	0.0340	0.53
$λ_{3}$	0.9660	12.26

V-Lab

Parnassus Value Select ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.73% (+3.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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