Vanguard Small-Cap ETF MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:24.92% (-2.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 12.10 | |
| 0.2791 | 45.81 | |
| 0.6855 | 154.69 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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