Vanguard Russell 1000 Value Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.48% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0468 | 23.96 | |
| 0.1526 | 16.05 | |
| 0.7019 | 129.04 | |
| 0.1888 | 12.05 |
Estimation Period:
Sep 22, 2010 to Feb 13, 2026
Sep 22, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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