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	param	t-stat
$ω$	0.0461	17.91
$α$	0.1363	16.16
$β$	0.8001	153.16
$γ$	0.0918	5.31

V-Lab

Vanguard U.S. Value Factor Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:19.94% (-1.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses