Vanguard Glbl Momentum Factr MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.87% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 10.26 | |
| 0.0876 | 16.94 | |
| 0.9071 | 227.58 |
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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