Does Vega increase with volatility?

As a financial practitioner, I'm often asked about the relationship between volatility and Vega, a measure of sensitivity to changes in volatility. Could you explain, in layman's terms, whether Vega tends to increase or decrease in response to higher volatility? Does it vary significantly depending on the underlying asset or market conditions? Additionally, are there any strategies or hedging techniques investors can employ to mitigate the risks associated with Vega and volatility? Understanding this relationship is crucial for those looking to trade derivatives and other complex financial instruments.