Vanguard Small-Cap Value ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.19% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0217 | 27.49 | |
| 0.1365 | 32.12 | |
| 0.7868 | 286.32 | |
| 0.1342 | 16.45 |
Estimation Period:
Jan 30, 2004 to Feb 20, 2026
Jan 30, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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