Vanguard U.S. Value Factor MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:21.09% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0565 | 9.73 | |
| 0.2118 | 26.05 | |
| 0.7698 | 133.12 |
Estimation Period:
Feb 15, 2018 to Feb 13, 2026
Feb 15, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Vanguard U.S. Value Factor Analyses
Other MEM Analyses on ETFs