Angel Oak Mortgage REIT Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.94% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0321 | 4.82 | |
| 0.1154 | 14.28 | |
| 0.9842 | 391.97 | |
| -0.0714 | -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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