Angel Oak Ultrashort Income ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.69% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0510 | -5.10 | |
| 0.0505 | 10.83 | |
| 0.9896 | 454.58 | |
| -0.0126 | -1.33 |
Estimation Period:
Oct 25, 2022 to Feb 6, 2026
Oct 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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