Vanguard Global Value Factor MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:18.58% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 7.81 | |
| 0.1255 | 22.24 | |
| 0.8497 | 163.59 |
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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