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	param	t-stat
$ω$	0.0380	17.17
$α$	0.0632	13.82
$β$	0.8907	254.27
$γ$	0.0621	6.87

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AGNC Investment Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.14% (-1.14%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGNC Investment Corp Analyses