Angel OAK Mort Back SEC ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.81% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0083 | 8.38 | |
| 0.1740 | 4.78 | |
| 0.7082 | 25.94 | |
| 0.0072 | 0.14 |
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 GJR-GARCH Analyses on ETFs