Angel OAK Mort Back SEC ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.52% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1177 | 5.95 | |
| 0.0358 | 11.04 | |
| 0.9990 | 1,429.18 | |
| 10.3870 | 1.14 |
Estimation Period:
Feb 20, 2024 to Feb 6, 2026
Feb 20, 2024 to Feb 6, 2026
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