IShares US Small Cap Value Factor ETF MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.85% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3576 | 9.96 | |
| 0.2162 | 11.93 | |
| 0.6229 | 45.66 |
Estimation Period:
Oct 29, 2020 to Feb 13, 2026
Oct 29, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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