Federal Agricultural Mortgage Corp AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.11% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1311 | 18.72 | |
| 0.0611 | 34.10 | |
| 0.9273 | 553.59 | |
| 0.2123 | 2.59 |
Estimation Period:
Dec 15, 1993 to Jan 2, 2026
Dec 15, 1993 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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