Federal Agricultural Mortgage Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.64% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0964 | 22.38 | |
| 0.8428 | 121.67 | |
| 0.0423 | 6.47 | |
| 8.1261 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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