Angel Oak Mortgage REIT Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.98% (+2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9636 | 4.98 | |
| 0.1211 | 2.56 | |
| 0.5486 | 3.18 | |
| 5.2719 | 3.51 | |
| -9.3503 | -4.71 | |
| 5.6580 | 4.50 | |
| -2.1251 | -1.42 | |
| 1.3500 | 0.97 | |
| -3.0965 | -1.75 |
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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