Federal Agricultural Mortgage Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.72% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7441 | 3.61 | |
| 0.0568 | 6.96 | |
| 0.9274 | 92.11 | |
| -0.1032 | -2.12 | |
| 0.2036 | 2.86 | |
| -0.1720 | -3.74 | |
| 0.1078 | 2.49 | |
| -0.0482 | -1.62 |
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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