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	param	t-stat
$ω$	2.4247	5.54
$α$	0.1384	6.90
$β$	0.7709	26.90
$γ_{1}$	-0.2578	-1.38
$γ_{2}$	0.8287	2.47
$γ_{3}$	-1.0190	-3.04
$γ_{4}$	0.7234	2.29
$γ_{5}$	-0.4616	-2.00
$γ_{6}$	0.4283	2.34
$γ_{7}$	-0.2544	-1.25
$γ_{8}$	-0.2612	-1.15
$γ_{9}$	0.5274	1.85

V-Lab

AGNC Investment Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:22.47% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGNC Investment Corp Analyses