Vanguard Glbl Momentum Factr Asy. MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.75% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 18.43 | |
| 0.0431 | 10.70 | |
| 0.9045 | 244.46 | |
| 0.0912 | 6.45 |
Estimation Period:
Jun 22, 2016 to Feb 13, 2026
Jun 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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