Federal Agricultural Mortgage Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.93% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3719 | 17.38 | |
| 0.1390 | 38.42 | |
| 0.8187 | 228.75 | |
| 0.1559 | 2.97 |
Estimation Period:
Aug 24, 1995 to Feb 6, 2026
Aug 24, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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