Vanguard US Momentum Factor ETF MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:27.53% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0665 | 9.95 | |
| 0.2375 | 24.57 | |
| 0.7493 | 115.62 |
Estimation Period:
Feb 19, 2018 to Feb 13, 2026
Feb 19, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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