Angel OAK Mort Back SEC ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.81% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 8.26 | |
| 0.1768 | 8.99 | |
| 0.7082 | 25.44 |
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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