Angel OAK Mort Back SEC ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.61% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5248 | 8.91 | |
| 0.1556 | 2.06 | |
| 0.6292 | 3.60 | |
| 0.2815 | 4.75 |
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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