Angel Oak Income ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.80% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0622 | -5.46 | |
| 0.1375 | 12.31 | |
| 0.9799 | 313.88 | |
| -0.0254 | -2.45 |
Estimation Period:
Nov 8, 2022 to Feb 13, 2026
Nov 8, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Angel Oak Income ETF Analyses
Other EGARCH Analyses on ETFs