iShares MSCI USA Momentum Factor ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.75% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 21.08 | |
| 0.2545 | 38.10 | |
| 0.7309 | 108.63 | |
| 0.0697 | 2.93 | |
| 2.0364 | 13.23 |
Estimation Period:
Apr 23, 2013 to Feb 13, 2026
Apr 23, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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