Vanguard Small-Cap Value ETF MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:23.07% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 16.77 | |
| 0.2426 | 63.03 | |
| 0.7534 | 234.33 |
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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