Parnassus Value Select ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.49% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8225 | 3.40 | |
| 0.1102 | 1.57 | |
| 0.0000 | 0.00 | |
| 139.2977 | 3.87 | |
| -227.1300 | -3.87 | |
| 119.0631 | 2.94 | |
| -23.6287 | -0.75 | |
| -15.0974 | -0.49 | |
| 24.0391 | 0.68 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Parnassus Value Select ETF Analyses
Other Spline-GARCH Analyses on ETFs