Angel Oak Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:1.76% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 3.59 | |
| 0.0412 | 4.82 | |
| 0.9456 | 171.15 | |
| 0.0159 | 1.03 |
Estimation Period:
Nov 8, 2022 to Feb 6, 2026
Nov 8, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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