AGNC Investment Corp GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.23% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 15.60 | |
| 0.0995 | 24.99 | |
| 0.8876 | 226.04 |
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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