Angel Oak Mortgage REIT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:24.37% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0913 | 3.81 | |
| 0.0000 | 0.00 | |
| 0.9413 | 209.45 | |
| 0.0797 | 8.91 |
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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