Angel Oak Mortgage REIT Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.05% (+1.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7885 | 4.26 | |
| 0.1289 | 2.59 | |
| 0.6391 | 3.97 | |
| 2.2464 | 1.72 | |
| -4.8928 | -2.65 | |
| 4.1554 | 4.18 | |
| -2.1960 | -2.75 | |
| 1.0575 | 1.71 |
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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