Parnassus Value Select ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.20% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3693 | 2.73 | |
| 0.1801 | 1.94 | |
| 0.0000 | 0.00 | |
| 71.1499 | 3.08 | |
| -132.1317 | -3.64 | |
| 98.8532 | 3.59 | |
| -45.4103 | -2.24 | |
| 6.7766 | 0.51 |
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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