Vanguard Mega Cap Value ETF MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:11.58% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 10.55 | |
| 0.3284 | 40.96 | |
| 0.6461 | 123.91 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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