Angel OAK Mort Back SEC ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.87% (+3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 5.94 | |
| 0.1897 | 8.45 | |
| 0.7292 | 28.01 | |
| 0.0839 | 4.72 |
Estimation Period:
Feb 20, 2024 to Feb 6, 2026
Feb 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Angel OAK Mort Back SEC ETF Analyses
Other AGARCH Analyses on ETFs