Angel OAK Mort Back SEC ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.63% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3844 | -7.54 | |
| 0.3282 | 9.11 | |
| 0.8573 | 45.62 | |
| -0.0227 | -0.87 |
Estimation Period:
Feb 20, 2024 to Feb 6, 2026
Feb 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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