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	param	t-stat
$ω$	2.4523	5.56
$α$	0.1394	6.93
$β$	0.7699	26.74
$γ_{1}$	-0.2419	-1.29
$γ_{2}$	0.8025	2.39
$γ_{3}$	-1.0004	-2.98
$γ_{4}$	0.7086	2.24
$γ_{5}$	-0.4522	-1.96
$γ_{6}$	0.4300	2.36
$γ_{7}$	-0.2791	-1.42
$γ_{8}$	-0.1921	-0.96
$γ_{9}$	0.3463	2.57

V-Lab

AGNC Investment Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:22.28% (+1.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGNC Investment Corp Analyses