Angel Oak Ultrashort Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:0.63% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 11.73 | |
| 0.0342 | 21.82 | |
| 0.9990 | 1,393.31 | |
| 5.1528 | 7.74 |
Estimation Period:
Oct 25, 2022 to Feb 13, 2026
Oct 25, 2022 to Feb 13, 2026
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