Federal Agricultural Mortgage Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.91% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0902 | 15.68 | |
| 0.0410 | 14.68 | |
| 0.9431 | 511.18 | |
| 0.0173 | 3.67 |
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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