Angel OAK FIN Strg TRM Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:7.04% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0015 | -0.47 | |
| 0.2636 | 18.91 | |
| 0.9585 | 211.02 | |
| -0.0528 | -3.81 |
Estimation Period:
May 29, 2019 to Feb 6, 2026
May 29, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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