Angel OAK Mort Back SEC ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.24% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1321 | 7.94 | |
| 0.6520 | 29.71 | |
| -0.0055 | -0.29 | |
| 0.0044 | 2.27 | |
| 0.5693 | 6.99 | |
| 0.2758 | 2.35 |
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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