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	param	t-stat
$ω$	0.0534	20.64
$α$	0.1838	31.98
$β$	0.7989	134.45
$γ$	0.2053	11.80
$δ$	0.9655	17.59

V-Lab

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

Volatility Prediction for Wednesday, February 18th, 2026:22.00% (+1.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard U.S. Value Factor Analyses