Angel OAK High Yield OPP ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:2.35% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0682 | -11.22 | |
| -0.0849 | -7.61 | |
| 0.9758 | 643.67 | |
| -0.1473 | -9.12 |
Estimation Period:
Feb 20, 2024 to Feb 13, 2026
Feb 20, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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