Angel OAK Mort Back SEC ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.00% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1753 | 7.44 | |
| 0.1342 | 2.00 | |
| 0.5926 | 2.47 | |
| -0.4426 | -1.35 |
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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