AGNC Investment Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.50% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 11.67 | |
| 0.1139 | 30.92 | |
| 0.8645 | 230.71 | |
| 0.4105 | 11.66 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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