Federal Agricultural Mortgage Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.09% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7288 | 3.57 | |
| 0.0581 | 7.10 | |
| 0.9255 | 90.42 | |
| -0.1092 | -2.25 | |
| 0.2155 | 3.05 | |
| -0.1877 | -4.06 | |
| 0.1343 | 2.75 | |
| -0.1059 | -1.58 |
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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