Vanguard Global Value Factor Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.58% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 13.48 | |
| 0.0686 | 11.75 | |
| 0.8645 | 197.87 | |
| 0.0833 | 6.52 |
Estimation Period:
Jun 22, 2016 to Feb 13, 2026
Jun 22, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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