Angel Oak Income ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.69% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9595 | 5.14 | |
| 0.0821 | 2.25 | |
| 0.7882 | 7.71 | |
| 0.4917 | 0.94 | |
| -1.5246 | -2.08 | |
| 1.6728 | 4.40 |
Estimation Period:
Nov 8, 2022 to Feb 13, 2026
Nov 8, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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