Vanguard Russell 1000 Value MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:16.49% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0550 | 4.72 | |
| 0.3045 | 16.45 | |
| 0.6440 | 108.66 |
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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