Federal Agricultural Mortgage Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.62% (+1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 21.26 | |
| 0.1648 | 25.35 | |
| 0.9788 | 814.97 | |
| -0.0219 | -4.56 |
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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