Vanguard S&P 500 Value ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:13.71% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 30.18 | |
| 0.1559 | 19.32 | |
| 0.6985 | 120.54 | |
| 0.2046 | 13.35 |
Estimation Period:
Sep 9, 2010 to Feb 13, 2026
Sep 9, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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