AGNC Investment Corp Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.14% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0675 | 26.71 | |
| 0.2360 | 35.32 | |
| 0.6580 | 98.68 | |
| 0.1894 | 13.03 |
Estimation Period:
May 15, 2008 to Feb 20, 2026
May 15, 2008 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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