Angel Oak Mortgage REIT Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.59% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0291 | 6.87 | |
| 0.0671 | 14.82 | |
| 0.9329 | 165.53 | |
| 0.6566 | 13.46 | |
| 0.5000 | 7.73 |
Estimation Period:
Jun 17, 2021 to Feb 13, 2026
Jun 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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