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	param	t-stat
$ω$	0.0867	10.90
$α$	0.2134	25.89
$β$	0.7360	126.98

V-Lab

Vanguard Russell 2000 Value MEM Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:21.61% (-2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Vanguard Russell 2000 Value Analyses