AGNC Investment Corp APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.54% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 18.91 | |
| 0.1084 | 25.56 | |
| 0.8916 | 229.27 | |
| 0.3872 | 13.84 | |
| 1.0369 | 22.59 |
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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