Federal Agricultural Mortgage Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.53% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2732 | 14.03 | |
| 0.0937 | 18.24 | |
| 0.8594 | 210.28 | |
| 0.0308 | 3.33 |
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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