Federal Agricultural Mortgage Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.89% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8796 | 4.41 | |
| 0.1285 | 7.38 | |
| 0.7714 | 23.79 | |
| 0.1123 | 1.13 | |
| -0.0830 | -0.54 | |
| -0.1103 | -0.90 | |
| 0.2961 | 2.95 | |
| -0.5389 | -8.40 | |
| 0.5844 | 9.30 | |
| -0.3957 | -5.28 | |
| 0.1875 | 2.40 | |
| -0.0684 | -0.98 | |
| 0.0571 | 0.66 |
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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