Vanguard Value ETF MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.65% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 8.81 | |
| 0.3001 | 42.86 | |
| 0.6765 | 133.58 |
Estimation Period:
Jan 30, 2004 to Feb 13, 2026
Jan 30, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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