AGNC Investment Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.44% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 11.53 | |
| 0.1830 | 26.79 | |
| 0.9790 | 766.01 | |
| -0.0592 | -10.58 |
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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