Vanguard Russell 2000 ETF MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.96% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0782 | 9.68 | |
| 0.2357 | 32.83 | |
| 0.7213 | 155.42 |
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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