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	param	t-stat
$m$	21
$α$	0.0787	13.89
$β$	0.6121	53.44
$γ$	0.2239	20.37
$λ_{1}$	0.0123	3.40
$λ_{2}$	0.0352	6.13
$λ_{3}$	0.9580	130.22

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AGNC Investment Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.73% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGNC Investment Corp Analyses